How do I help myself?

You said, 'the worst thing is, I can't ask for help'. What issue is tearing you apart so much that you are reluctant to seek any help? Counselling is available to those who seek it. You will probably hurt your parents more if you don't get help. They will struggle with the rest of their lives, feeling guilty and what not. That is not a wanted burden to place upon them. Do yourself a favour, and google a specialist in your area. Try to enlist the help of your parents, as you didn't list your age, and I am not sure if you are a minor. Yes, depression is a *****, but you can fight back!