Depression Support Group
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Of course, I can't say for sure, not knowing your therapist, but there are some schools of psychology that strongly believe the therapist should serve only as a listening tool and a mirror for their client, adding nothing to the discussion that the client doesn't introduce themselves. Personally, I find this is very rarely useful for people suffering from depression. Of course the therapist means well, but the empirical evidence is undeniable: CBT, or cognitive behavioral therapy, is far and away the most helpful for those with depression. For example, the primary therapist I've seen over the years has issued me workbooks with reflective, informative, and instructive sections, like this:
http://www.amazon.com/Anxiety-Phobia-Workbook-Edmund-Bourne/dp/1572248912/ref=sr_1_1?s=books&ie=UTF8&qid=1368666912&sr=1-1&keywords=anxiety+workbook
Although I had the depression version, which I can't currently locate on Amazon.com.
Since you're genuinely participating and being open, maybe it *is* the therapist--not something she's doing "wrong," per se, but maybe something that she's simply not doing. You could bring this up to her--depending on the reason she doesn't seem to give a lot of direction/input/feedback, that could change things up a bit. But also feel free to ask to see someone else. Sometimes, through no fault of anyone's, a therapist-patient match just doesn't play out in a way that is most beneficial for the patient. You do what you need to do to best take care of yourself :)
*Hugs* Hope this helps.
My therapist goes in the direction I send her, if need be. That's what makes her so great.
I am also starting a CBT course as of tomorrow and when I'm done that I will be returning to DBT and this is on top of my therapist.
If you feel you are not getting anything from your therapist I would try another.