Dorje Shugden is Manjushri, the Buddha of Wisdom. With wisdom, wrong view and depression can be eliminated, mental stablity will take its place. Lama Tsongkhapa, who is an emanation of Manjushri as well, is very good in countering depression, and bring stability to all. I have heard many testimonials from people who do Lama Tsongkhapa's, Dorje Shugden's and Manjushri's practise who have gained results of alertness, sharper memory, clearer speech amongst others.
Doing practises diligently, faithfully and consistently will bring one tremendous benefit. Otherwise, Naropa wouldn't have to meditate in his cave and gain direct visions of Vajravarahi under instructions of his guru Tilopa. Of course his negative karma was greatly purified before he engaged in his meditations, but it shows that doing practises diligently is very powerful.
I am glad that your friend has received help from doing Dorje Shugden's practise well..He will help everyone, especially those that requires help the most. He will counter your depression, clear your obstacles, bring you resources that you need for your spiritual growth and provide protection. His practise is so apt for today's world.