Check out this article from the New York Times that says:
Studies have found that meditation helps prevent the recurrence of depression, perhaps by producing changes in parts of the brain associated with learning and anxiety. A new study suggests that meditation may modulate brain waves called alpha rhythms, which help regulate the transmission of sensory input from the surrounding environment.
http://www.nytimes.com/2011/05/03/health/research/03regimens.html?_r=1&ref=meditation#
And then if you want to give it a try here is one way (check out our “How To Meditate” page):
http://dotearth.blogs.nytimes.com/2011/03/21/in-a-fast-forward-world-a-pause-to-breathe/?ref=meditation
The Sitting Project