I've been with my girlfriend now for over 4 years and we have had a great relationship up to this point. She is currently going through a rough patch emotionally and has quite severe depression whish has been going on for nearly 6 monhs now. I am doing all I can to help her through this but it just ends up feeling like a black hole sometimes and nothing I do helps. I really love her but as selfish as it sounds, I'm struggling to cope. I can't imagine what she must be going through right now but its really starting to rub off on me. All she ever seems to want to do is sleep and not do a lot. We haven't had sex in over a month and a half when it used to be at least 2 times a week before this and she is becoming more and more withdrawn. She is taking anti-depressants and seeing a psychiatrist but it's all becoming too much for me. I have no idea what is going to happen and am finding it more and more difficult to be with her. I still care about her a lot and don't want to see her get hurt but just can't keep this up. Any advice would be greatly appreciated.

I suffer from depression and its horrible...
Though I think it is just as horrible for the people that have to "suffer" us.

It's a hard question to answer because if you finish with her this isn't going to help. But you will end up suffering too I cannot lie.
At the moment she is feeling guilty about your feelings. Im certain about this. Do not give her any cause to feel guilty (eg comment your not having sex) The more guilty she feels the more she will clam up.
Don't keep telling her you understand... This can be awful as you feel the other person is playing the situation down. Tell her you don't understand, that you never will. But that you love her and will help her every step of the way in anway way you can. Again don't tell her there is a light at the end of the tunnel blah blah, as again this will alienate you.

All I can say is that if you love her and can't see a life without her, stand by her and wait till she comes out the other side. And maybe trying addressing the issue that is making her depressed. If you get the feeling she doesn't want to talk about it, don't pursue it, accept her decision. She will appreciate you asking but may not feel she can talk to someone close to her.
There will I promise, be a time that she is happy again. Though obviously I cannot say how long you will have to wait.
I hope everything works out. I can only comment from when I was at my lowest and how I responded to things but I do hope Ive been of come help.

Is she seeing a counselor? Has she taken any meds for this?

Depression is usually a brain chemistry problem. Please encourage her to see her family doctor for help and a referral to a specialist, and go from there.