How do I deal with the huge depression I fall into at work?

I had been out of a job for a couple years before finally getting hired a couple months ago at Walmart. I was there a month before I got myself fired because it was unbearable mentally. Everyday I felt I had hit rock bottom. My creative and spontaneous nature vanished. My very personality became necrotic and shriveled up.

EVERY job I've had this has happened to me. Three years ago I even walked off a job because I wanted nothing more than to die. When I went home I felt relatively better again.

When I'm not employed I feel as if anything is possible. I read tons of books. I become absorbed in the movies I watch. I love stimulating myself mentally. Unfortunately I don't have a degree so I don't qualify for jobs that would be better for me, but I obviously need some source of income in order to pay rent, etc.