He killed himself. Although suicide can be a rational choice under some unusual circumstances it's most often connected with severe mental illness, such as depression or schizophrenia.
Garzik mentions one thing that's far more important than the others: Seek professional help. Depression is treatable, and like many illnesses the best outcomes are associated with early detection and treatment. If your healthcare is tied to your employment it's even more important to talk to a doctor straight away, if the depression prevents you from working you may lose the medical cover that could otherwise have helped you.
That also means the rest of us are responsible for reducing the stigma associated with treatment for psychiatric problems. If treatment is stigmatised then people will try to do without, so we're effectively pressuring them to get /more/ sick.