It's great that you are willing to set aside your previous ways of doing things and get some help now as it does sound like you are experiencing a depression. Treatment can include two forms of intervention: therapy and/or medication.
If you think you might want to start a therapy treatment, you would look for a Psychologist in your area. (S)he will probably ask you on the phone (when you set up the appointment) for a brief description of what's going on, and then the treatment would consist of you and the therapist talking about your symptoms, their onset, what makes them worse/better, and how best to cope with them. This form of treatment is helpful for relieving depression symptoms for many people but does not work as quickly as medication treatments do.
If you feel that your depression is worsening significantly and that you need immediate attention, I would suggest that you find a psychiatrist (as an aside: most research suggests that the combination of therapy and medication is the most effective treatment for depression). A meeting with a psychiatrist is more like a traditional "doctor" appointment in that you would be giving a thorough history and description of symptoms and then would be prescribed a medication to treat your symptoms. You would have short follow-up visits just to determine if your medication is working or if it needs to be altered.
Additionally, it might be helpful for you to know that there is a great deal of research showing the benefits of regular aerobic exercise in reducing symptoms of depression. This seems to be particularly helpful if the exercise is done 4-5x per week and done outside (as there is mood benefit from natural sunlight).
I don't know if it would apply for you, but you might also want to talk to whichever doctor you decide to meet with about the possibility that you have some post-traumatic symptoms. I don't know what kind of military experiences you've had, but I'm sure you are aware of how many people come out of combat situations with post-traumatic stress disorder- and depression can be part of this.
Best of luck to you.