How can I stop being so rude and angry all the time?

All my friends say that I'm always really rude and angry. I don't really see it, but they say I am. But sometimes they make me feel really bad and then they don't realize it. I'm the kind of person that the smallest things can hurt my feelings, and they don't see it. I've also been really depressed for the past couple years. I've tried to tell them about this, but they usually just go, "Oh, that's not depression, you're just bored." But they don't get how depressed I am, and that it almost hurts for me to do anything. They always tell me that I'm too rude and stuff, but I'm just never happy and I think that's one of the reasons. Earlier I tried to tell one of my friends but the advice she and one of our other friends tried to give me basically told me that I need to get over myself and learn how to be nice, or at least that's pretty much what it sounded like. That just made me cry, because this isn't something that I can just make poof away, and they didn't believe me when I tried to tell them that I really do try to work on it. How do I make myself not be so rude and how can I get the point across to them that the way they treat me sometimes adds to the rudeness?