Depression sucks and it sucks the life right out of you.
Find a doctor, therapist, psychiatrist with whom you feel comfortable and let them know what's going on with you. Maybe you need medication (so many people - including myself - do) or maybe you need some tools and therapy. Either way, there's no shame in seeking help. If you're not sure where to go talk to some friends or family members and get some recommendations from them.
In the mean time try your level best to fight your way through the "muck". If you don't feel comfortable going to the gym do something smaller. When you want to curl up in a ball and sleep, make yourself do something first. Walk around your house. Do some exercise videos. I do a fitness trainer game on the Wii - it's a great workout that I can do in the privacy of my own home. The important thing is to get up and do it - even if it's something small - because that little positive movement will help with your depression.