I live with someone who suffers from depression. The idea that it is a disease is somewhat welcoming in that it allows people to rationalize that their actions are not entirely their fault, but at the same time it almost hurts those suffering because of the complacent attitudes it breeds.
Often times, before a person is known to suffer from depression people will comment on their behaviors/mannerisms as if they're abnormal. Once they realize the issue they are sympathetic but change to "they can't help it, they're depressed." In many ways this can be true, its uncontrollable at times, but for other times they need support, not sympathy.
Support means helping them feel better about what ails them. It means distracting them from their worries with things you know will lift their spirits and help them see the lighter sides of things. When you can't lift their spirits you need to be there until they can move on naturally. A person suffering from depression can focus on a negative aspect of life so intently that it is damaging but as a supportive role in their life you need to look past that.
Don't sympathize, be active in supporting them or get out of the way so someone willing to can.