I'm 21, diagnosed with depression and ADD when I was 19.
My experience is that the physics is therapeutic for the depression. They say that you should get out and be active but it seems like (at least for me), learning something new is the best method. It distracts one from recurring depressive thoughts, prevents one from developing self-destructive behaviors and, with the mastery of a subject, increases self-esteem.
Very important though, I made the crucial mistake of skipping all my classes for a quarter so that I could sleep in late and study whatever topics I wanted at my own leisure; isolation. I guess my reasoning was that if I knew how to do a couple problems out of Jackson, I would ace sophomore E&M with my hands tied behind my back. Wrong. My grades dropped drastically. Don't do this.
As for the ADD, I was prescribed dexedrine XR. I think this is a universal experience of users; sometimes it helps, sometimes it hurts. I stopped taking it after several bouts of insomnia, by far the worst possible side affect.
For appropriate usage, I found that it is a medicine that (contrary to popular practice and belief) should NOT be taken at full dosage prior to a test of any kind. It is a stimulant; any nervous feeling you bring with you into the lecture hall will be amplified when you encounter a difficult problem. There is no guarantee that the medicine will make you concentrate on what you "want to" concentrate on.
That said, dexedrine works wonderfully for the person who has difficulty focusing while studying (someone who "blanks" out, reads the same sentence over and over again for 10 minutes, writes down redundant statements, etc).
You should recognize, however, that it is not going to magically erase any problems with procrastination or off-task lollygagging that you may have. That still takes personal discipline.
Know what is helpful for you and don't allow your personal limits to be pushed by your psychiatrist. They are there to listen to you, not the other way around.