Need Help!

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I am pregnant with my first child. I really used to feel that the love & affection of my husband would increase during pregnancy. But that is just not the case. I have no friends & family here. I am trying my level best to take care of myself. But there are days when I feel deeply sad, depressed. I cry for hours. I am really afraid as to how this state of mind will affect my little baby. 
How do you girls handle yourself & the depression during pregnancy? I feel extremely lonely. No idea what to do?