How do I keep myself from thinking about killing myself?

I keep thinking about dying all of the time. I am trying to occupy my thoughts with work and friends, but I am becoming so distant from it. I never really am in the mood to talk to my best friend of six years, but I would hate to lose her as a friend. I just started a job at the mall selling sungles. I like my job a lot, but I have social anxiety and that really sets in when I work. I go to counseling but I lie straight to her face. I tell her I am happy and doing well, but I seriously just want to strangle myself with her phone cord every time I talk about my "feelings." I hate when people try to know what I'm feeling. That's none of their business if I want to kill myself or not. I'm not taking medication... nor will I ever. I have come to this theory that you can never cheer up a depressed person. The one thing a suicidal depressed person wants, they can never have. I feel like I am going crazy little by little every day. Depression and schizophrenia run heavy through the women in my family. I have even had family members locked up for having mental breakdowns. My mom has even gone to a mental facility for depression. I don't want to end up crazy and in some psycho ward for the rest of my life. If I know I will be miserable my whole life, then why can't I kill myself off? I kind of see it as a mercy killing. Why does society see something wrong with suicide, but have no problems killing unborn babies? I mean it's not like I'm killing something else. I would just be taking my own self out of the picture. What's one less person anyway? When I try to talk to my mom about suicide she tries to guilt trip me and that just makes me mad. My best friend has this nonchalant attitude and I never tell her anything about it. My other family members are just well... I won't even bring them up. I feel like I am stuck just like my family. My family is so vindictive, selfish and cruel. It's like I was cursed to live with satan in human form. My dad is a addicted alcoholic and so is my older brother. I don't want to be a suicidal depressed addicted alcoholic. I just want to have my mercy killing and be done with everything for good. What do I do?