Whatever your compulsion / addiction is, Google it.. You'll be surprised how many people you'll find who are in the same boat. The first step is to acknowledge that there is something that is controlling you, and not you it. And don't be scared, it's actually quite liberating. :)

You are right about the chicken or the egg. I found that the addiction and the depression just fed each other. Facing my addiction was the hardest thing I ever did, but now that I have been "clean" for 6 months or so my life has changed dramatically. For the first time in years I feel a semblance of control over my life.
The hardest part was admitting that the very thing that has been helping you get through the day is actually doing you more harm than good. And yes, you do need to monitor yourself as it is so easy and so tempting sometimes to just slip back into it.
Good luck and stay strong!

I have been compulsive all of my life but it really came to a head as an adult. I had to face and deal with my addiction,the lowest most hopeless feeling I have ever felt) or it can be handled vice versa. It's like what came before the chicken or the egg? I had and continue to really monitor myself so I don't become like that again and depression is a perfect entry into it, if I let it be.

That's great to hear! Gives me hope. What groups helped? What behavior modifications helped?