Not depressed, just paranoid

I love (note the sarcasm) filling out forms. Especially the ones sent by my Health Insurance Provider. Especially the ones that are targeted at me, a person with diabetes. Especially when the questionnaire is being read to me over the phone by my Healthcare Provider.
Generally if asked, I describe my health as good. Sometimes I am then asked to list any other conditions or illnesses that I have and I usually get the giggles at some point and clarify my first comment with "Well generally good, taking into account the chronic, life-threatening nature of these conditions." Most people laugh along but my health provider has been taking Diabetes and Depression very seriously so they followed up with a whole bunch of questions like "Do I ever feel sad?" "Do I get depressed?" I have a real hard time answering these because I don't think they are asking the right questions. I mean I felt sad when my cat died. I feel depressed when I look at the situation in the Near/Middle East or when I can't come up with a answer to the healthcare crisis in this country that doesn't involve the words "Universal Healthcare".
Somehow I don't think that's what the health insurance people had in mind. But I am leery of answering yes to these questions because I fear someone will tick a box on my records that suggests that I suffer from depression and that will form part of a database that one day will be published showing that 98% of people with diabetes suffer from depression.
So I always answer no to these questions. Which leads me to a new fear, that there is a box on the paper that says "Is this person an unfeeling, uncaring bitch?" and where there will be a check next to my name.