Well, as a counselor myself, I would say you should do anything that brings enjoyment. Mind, Body, and Soul. Keep your mind thinking of what you're doing, such as diving, kayaking, sitting by water (water running over rocks is escpecially soothing), or any other form of relaxation you can find. Keep your body physically active. Kayaking and diving are great. The act of diving itself isn't as much activity as lugging all the gear to and from. And soul... take time to think and meditate on your higher power.
If you choose to have drugs prescribed, be careful when diving. Many medications can intensify under pressure. IMO they simply treat symptoms rather than the problem itself. However if your issues are deep enough some meds may be required to get you stable enough to treat.
Diverchik was right. Support groups are fantastic. They aren't the stupid ones you see on tv. Its a social function that has an agenda. I enjoy them. She is also right when she said it is up to you to be active. Things won't just magically get better. But you WILL get through them.
So you know, I became a counselor after going through all the problems you can think of. I often times suggest scuba to people as a relaxing sport. Short of making a living by diving, I think I have the best job, and that is helping others through rough times. PM me if you have any specific questions.