Depression is not something parents will easily understand, and it's probably just as frustrating for them because they don't truly understand it. They see you hurting and they don't know why or what they can do.
My parents at the start told me I need to get out of this "funk" I'm in. Eventually they will understand.
My mother is now worried about me every time I'm not my usual self, and even when I try to hide it she can tell. It's an understanding curve but eventually works itself out.

My mother had a difficult time even accepting my depression. She denied it at the beginning. I had a breakdown at her house and she finally saw it. She finally understood. She worries about me. If I don't talk to her for a couple days, she'll call me and ask if everything is okay. She doesn't fully understand what I'm going through, but she's making an effort to just be there for me. It's all I can ask of her.

I keep my depression, at least the severity of it, from my parents. It actually runs in the family, we've all been victims. It actually killed my brother last August, in the form of liver failure due to excessive alcohol abuse. The last thing I want to do is make my parents think they might lose me too, so I keep it to myself. The three of us are all who are left in the family.

I always make these comments about me...I don't mean to. I hope they come to realize that it's not just in you're head, you're not going to snap out of it on command, and that you need their help and support. Maybe you can help educate them? Find some articles with facts about depression. Maybe even let them read posts from other people on DS. Maybe that'll help them see how real and debilitating depression can be.