Help with depression, anxiety, low self esteem, etc etc?

I feel like I have hit rock bottom with my life. I am almost constantly depressed, sometimes it's low level and I can function, sometimes it is really strong and I can barely move. I am also extremely anxious, about my love life, the future, (I dropped out of college, and am living at home, so both of those I feel are going down the tubes. I have had little to no success with women, despite having pretty good looks and being very smart. I feel very down about myself. This has been going on for a year at least. Bad things that happen in my life seem to make it more acute. I can never stop worrying about women, be it a girl in particular or in general. I fall for one extremely easily, and when I get burned, it makes these problems even worse. I have a very strong family history of depression and OCD, and hyper-sensitivity, both sides of my family have people who are struggling mightily with this. I am very lonely, I have about three close friends. My love life is a disaster. I don't know what I want to do for my future. I feel I need therapy, counseling, something to help me. My parents will absolutely not pay for depression drugs, and are very wary about paying for a counselor, who they feel will try to brainwash me. Can anyone give any advice for me? Thanks, I need help with this, it has been destroying my life, the past year has been the hardest of my life by far.