If you feel depressed after a break up in your relationship, then don't.  Keeping the feeling of depression within you can cause you more damage then the break up itself.  Depression causes sicknesses and constant worry that you really don't need in your life right now.

Dealing with the issues at hand and coping with it come hand in hand. During this time, start some exercise regime to keep your mind off of the situation for a while.  The best source for your mind right now is activity, so keeping this in mind will allow you to feel better and deal with things more appropriately.