With no cure, no reason for your illness and a lot of ignorance, it's not wonder that depression and anxiety are as much a result of ME as a symptom. It can be infuriating to suddenly loose all the energy and focus that you have taken for granted all of your life. Finding your previously active mind in a constant fog is just as bad as the physical problems.
But there are things you can do to help yourself. The first thing is to take very careful notice of what your body is telling you. Don't force yourself to do something just because it used to be easy: it isn't easy any more. The hardest part of dealing with ME is having to accept that you're different now and that you're going to have to find new ways to live your life.
There are no cures for ME but some of the individual symptoms can be treated. Doctors may want to prescribe painkillers, less for pain reduction itself and more to act as a muscle relaxant. Sleeping pills may be the only way that you can get a decent nights sleep (even then, it could be a struggle). If you find these medications a help, that's great. Don't expect too much, though; many sufferers find conventional medicine entirely unhelpful.
Alternative healing -- aromatherapy, homeopathy, meditation -- has proved beneficial to many sufferers. Again, if you find something that helps, make the most of it. Be wary of web sites and print ads that claim they can offer miracle cures through diet, supplements or anything else. These may genuinely help some people but they are untested and come with no guarantees. Don't let them get your hopes up.
Support from friends and family, as well as local groups, can be invaluable. Try to steer clear of people who think they know everything about your condition and who'll spend hours lecturing you about what you should be doing to get well. Folks like that can be even worse than the ones who say ME doesn't exist.
Stay focused one what you can do, not what you can't. Give yourself an accomplishable task easy day and take pride in doing it. Don't push yourself too hard but don't allow yourself to slump in to a funk that will only make it all seem worse. Most of all, keep positive.