Both of these issues can be dealt with. It just takes some changes in your thoughts and your behavior.
Staring at men so they notice you may just mean you are interested in men. Staring may bother them though because they don't know how to react. It can send a message that either you are interested in them, or you think there is something wrong with them. So they may not know how to take it. And trying to understand what they are saying by staring makes sense, though they may not understand that is why.
In order to deal with this behavior, it may help you to focus on listening to people (especially men) when they talk with you. Concentrate on what they are saying rather than what they look like when they are saying it. Think of it as a voice on a radio. That may help. And when they do talk with you, make eye contact then look away. Pick an object behind them or next to them to glance at. Then go from looking at them to looking at the object, spending a few seconds on each. That way, it does not seem you are staring at them as much as just paying attention.
Also, focus on your body language. To seem friendly, face them but have your body be at a slight angle. Just a little gives the impression your are interested, but not so focused that you become threatening.
For the anxiety and depression, it depends very much on the symptoms you have and if you have had treatment. If you have not seen a therapist yet, that might be a good place to start. You need to know what kind of anxiety and depression you have so you know how to treat it. Think of it like a physical issue. If you don't know what is causing the pain in your side, for example, you don't know if you should just take aspirin or if you need surgery. So you see a doctor to find out. A therapist can help you find a diagnosis and what treatment would work for you. But in the meanwhile, learning more about anxiety and depression can help a lot. By learning more, you can find ways to help yourself and also places to turn for help. You can use self help, on line support and/or therapy. Here are some resources to help:http://www.helpguide.org/topics/anxiety.htm http://www.helpguide.org/mental/depression_signs_types_diagnosis_treatment.htm
If you feel you need more information, let me know.