Funny, one of my friends also asked me to help her as her friend was seriously thinking to commit a suicide (teenage pregnancy - much worse situation than depression IMO). The most important thing is to make him feel comfortable with his current life situation, like "you'll get over it, think what all you would miss from your life if you would kill yourself before you actually lived!". The first very good thing is that he seems to be your friend, which means he has at least one friend. If you wouldn't be there, he would be dead already. Anyways, remind him about happy and positive things of life and the world. If situation gets too serious, don't mind if he starts to hate you. The most important thing is that he doesn't kill himself. When he gets over all this later, he understands how important you actually were to him.