Helping him understand..

I have seen a therapist like one time and it wasn't for very long but she diagnosed or told me that she believes I have depression. I have not had a hard life. Yes lots of bad things have happened to me and I feel guilty for feeling as badly as I do when so many people out there have it worse. I cry all the time.. Many things set me off and then lots of the time nothing will set me off too. I know that my dad takes pills for something but I'm not entirely sure what it's for but I think it may be something along the lines of bipolar disorder and maybe depression as well. I don't know.. Anyway I have an amazing boyfriend but the problem is he says all the wrong things to me when he is trying to "help" me. I know he means well but all he is doing is hurting me. I tell him I'm upset and he tells me I need to try to think more positive and basically that I can choose to be happy. I'll tell him that I'm trying and that I don't want to be sad but he will just tell me to try harder and things like that. I try to explain but he says that it doesn't make sense. I don't know how to help him understand. I really want things to work out between us but all I do is tear things apart. Someone help me..