I have to disagree strongly. Cognitive therapy can not change a neurological problem. The OP has already stated that he has a diagnosed condition that he doesn't wish to discuss. I would not dismiss his problems as simple inability to handle his emotions.
You cannot talk your brain into changing. If you don't have a neurological problem, then medicine won't help, so you can try therapy. If your problem is neurological, then medicine will help. If you still want to talk to someone, that's optional.
Zooby, you're talking about someone going through emotional/situational depression. Where a change of situation or change in attitude toward the situation is all that is needed.