Just got back from the new doctor, he was a LOT more helpful than the last one. He actually seemed interested and didn't try to brush me off with self help books etc. I told him about the support group not existing any more and he crossed it out of the book so hopefully no-one else will have to deal with that 
Anyway, the outcome of it was he said I had anxiety and depression, and that I have to go and see him once a month for at least 6 months. He also prescribed me Citalopram (Celexa) and I even managed to go and collect them from the pharmacy myself (after some psyching up
)
I hope I can talk to him about CBT next time, but for now I'm quite relieved to know that there really is a medical problem and that I'm not just over reacting to things.
Thank you Barbarian, Bananas and Ashley for your encouragement 