You're baby is about a month old and he or she is thriving. Everything is going great. So - why do you feel so down?

This could be postpartum depression. Wikipedia describes PPD this way:

The diagnostic criteria for postpartum depression (PPD) are the same as for Major Depression, except that to distinguish PPD from the mild, transitory baby (maternity) blues, the symptoms must be present one month postpartum. Depression can also occur during pregnancy (ante-natal depression). Postpartum depression may occur up to one year after childbirth. PPD ranges from mild to suicidal.

An article in Health Savvy states:

Even if you have never had depression before, you may still be affected by post partum depression after you have a child. Post partum depression is known to occur four weeks after your child is born, however, it has been known to occur later. Those who suffer from post partum depression once will have a chance of suffering from the same depression if they decide to have a second child.