Can You Teach Me Relaxation Techniques To Cope With Depression?

I think I suffer from severe depression. I see a psychologist every week but things haven’t gotten better so she wants to send me to a psychiatrist for a diagnosis. She told me that I should learn about relaxation techniques and I thought that maybe you guys could teach me some. Tips on how to cope with depression would also be greatly appreciated.
Here are my problems:
I can’t go to sleep even when it’s 6 am, I used to be able to sleep better but now I really think that I need help to calm down. Right now, I’m starting to panic again because I’ll eventually have to go lie down to try and get some sleep, but I just feel like my life is worthless. I dropped out of college for psychological reasons and also because the classes were too hard, so I didn’t get my BA (I was in third year). I’ve been looking for a job for several months and will tutor someone Monday but I don’t even know if I can be a good teacher right now. I used to love online poker (with PLAY money, I don’t have a gambling problem) and my psychologist wants me to start to play again since it made me so happy, but I’m too scared to even play a hand.
Basically, all the things that I used to love don’t interest me any more. I have a hard time just getting thru the day and I need to make a lot of effort to do basic things that didn’t cost me that much energy before. I have trouble memorizing information like vocabulary or the plot of a book, which is also why I dropped out of college.
I know that a lot of people are worse off than me but it doesn’t mean that I don’t need help or that I’m not suffering. I feel like psychotherapy doesn’t work that well on me but my psychologist is nice and things take time so I try to keep believing…