I don't want to exaggerate, she's not the most controlling or bossy but it's the little things that hit the hardest.. if something is not exactly as she depicted it she doesn't get angry, she gets very said.. and yes she is very emotional when it gets to us because we're really attached to each other, but sometimes when I want to go out with my friends even if it's like a couple days before I go, she gets into this angry/sad state where she doesn't want to talk to me or smile..
How can I show her that even though sometimes I rather do things alone or with my friends she still means the world to me and we'll be together forever?

Sorry this sounds quite controlling to me,we should all be allowed to go out and enjoy ourselves with friends.
Whatever her issues are,maybe low selfesteem, you must make it clear to her how you feel,I suggest you sit down and have a calm conversation about it.

Well you see, she does have very low self esteem, and I usually don't mind her bossiness, but it's the consequences (her moodiness and sadness) that get to me.. we've been together for about 2 years now and we've already discussed it a bit and she told me that she loves me so much that she always has this feeling that I'm doing something I shouldn't even though she trusts me and knows I never would!
This seems hopeless...

...how can i show her that even though sometimes i rather do things alone or with my friends she still means the world to me and we'll be together forever?
There's nothing you can do being as this probably isn't an issue that stems from the relationship. She has depression, which usually isn't a show-stopper and can be self-medicated, but her behavior is really strange, like separation anxiety, and it's affecting both of you.

Anyway, she needs to be evaluated by a psychiatrist.

Then she's contradicting herself,if you do trust someone,you don't mind if they go out and enjoy themselves with their mates. If selfesteem is a real problem for her,maybe she should consider therapy?

She "always has this feeling" that you're doing "something you shouldn't" while you are out with your friends, but she "trusts" you? I'm sorry, but having this feeling, is the definition of distrust. She DOESN'T trust you... At least not in this area. If you do not sit down and talk about this, it will eventually leave your relationship in ruins.

Here's a good idea I'll throw out there for you to do with it what you want: Why don't you sit down with her and talk. Ask her why she feels so sad when you leave to hangout with your friends. Do not blame her, provoke her, or do anything that may put her on the defense. Talk about your "love languages." That is, how you speak and hear love. There are 5 of them: words of affirmation, acts of service, physical touch, quality time, and receiving gifts. While all these languages should be spoken and heard in a relationship, you need to focus on her primary love language. There is a good chance that you are not filling up her "love tank" because you aren't exactly speaking her love language. Maybe you are giving her hugs and kisses, but what she really wants is time spent with you alone, just hanging out. Maybe you're giving her expensive presents, but she'd rather have you run an errand for her. If her language is quality time, you could be depriving her by hanging out with your friends and leaving her with her love-tank half-full and feelings of being unloved, rejected, or abandoned. Her saying these things and being "bossy" could be her "screaming" I want to be loved! It is unhealthy, and she should realize this, because she shouldn't be a spoiled woman who feels like she needs to control everything to get what she wants.

Sit down, be honest, and talk about it. Work things out because it isn't hopeless...

Next time you go out with your friends consider these things:
Why not bring her with you on your next couple of hangouts? Or, before you leave, make sure that she has company too, or at least something to do. Make sure that her love tank is full and she feels confident in you leaving (which she needs to work on that distrust.) Tell her to plan "girls nights" when you have your "guys nights." Work these things through as a couple- be honest and share your feelings. (oh yeah, and make sure that she meets you half-way, you cannot fill up her "love-tank" while yours is empty. Identify YOUR love language, and tell her how she can make you feel loved as well. Work on speaking love to each other in each other's love language.) Read the book, "The Five Love Languages." by: Gary Chapman...

I think impressing upon her how her actions make you feel, and asking if there is anything YOU can do to help her with this is the conversation to have. Making suggestions usually pushes them away, but in honestly expressing your feelings she can at least see your not happy and something has to be done. Offering support instead of a fix, she may not want, gives her the space to come to terms with her own solutions for herself.

She does have history of abuse (her mother was beaten and she witnessed it), it definitely left an emotional scar, that's why she gets so jealous very fast. She's amazing, and I don't think therapy is a realistic aproach.. I'm pretty sure that all I can do is to slowly start doing this normally and see how she'll react and with time try to make her feel loved and important.. I could just go with her and basically be on a leash but I'm just more of a free bird I guess..

Read the book, "The Five Love Languages." by: Gary Chapman...

@jaime90, that's an astonishing point of view and advice! Totally hit my key and situation..

You may not think so, but I think she is definitely a controlling lady. People use different methods to control - some hit, some yell, and some act sad, distant, etc. It doesn't matter which method they use - in the end they know they gain control. She knows that you will do whatever she wants when she plays the sad/distant card. Not good! This makes for an unhealthy relationship. If she doesn't get counseling or you don't end it, you will find yourself being filled with resentment for allowing her to take away all these segments your life.

Here's why I gave the advice I did (remember that your girlfriend may be different, and the only way to know how to fix things, is to talk it through.)

I am very attatched to my fiancé almost to the point of it being unhealthy. (which is strange because he is in the military and leaves annually and I have no problem with him going for 4 weeks, 2 weeks, or even 12 months.. Weird.)anyways, I have to admit, I do play the "sad face" card, which is definitely manipulative and unfair to my poor fiancé (I'm working on it though.) We lived together for several months and because our pastor does not endorse our living together and he is the one marrying us, my fiancé has to leave "our" apartment every night and go stay with a young college student from the church. I have problems with abandonment and my love language is physical touch. My fiancé has to hold me for a while every night and tell me that he is not leaving me he is simply going across town, he does this in order for me to not feel abandoned. It is really tough for me, but these are my problems personally that I am working on. I found a while back that if I act sad before he leaves, he sometimes will stay in the living room out on the couch so I will get what I want. I have recognized this unhealthieness and am doing my part, and my fiancé is doing his part to help me, and to keep my love tank full. But I can definitely relate to your girlfriend and this is why I gave the advice I did.