I put on 65 lbs with my first baby. 35 lbs my 28 weeks and a whopping 30 lbs between weeks 30 and 37 (he was early, I was induced due to some medical complications.)
My biggest problem was eating WAY too much and all the wrong things. I ate boatloads of chocolate and other treats and almost no veggies. I didn't exercise and my weight just went up and up and up, sometimes gaining as much as 5 lbs in one week.
Why are you depressed? I know that, with my first, I went through a bit of a mourning period. I was sad that it wasn't ever going to be just DH and me ever again. But, I started thinking ahead to all of the fantastic things that were coming and it pulled me out of that a bit. Mostly, I just let myself mourn for a while. I don't know if that sounds familiar, but sometimes you just have to let yourself be a little sad. Then you pick yourself up, dust off, and move forward.
Babies are amazing. Pregnancy is only for a short time, and you can lose weight after baby is born. Start new from here on out and try to curb the weight gain a little. Even if you don't, a healthy, happy baby is what's important! That little one certainly won't care about the size of your bum, just that you're his/her mommy.