Stress during pregnancy?

This is my second pregnancy and with my first I never really had to deal with a great deal of stress. I can't really explain what exactly it is that I am dealing with but I feel as if I am carrying more of a burden than I should have to bare (I guess most pregnant women feel this way). I have tried breathing techniques and relaxtion methods and I still feel like my stress level is way too high and I'm worried about my baby's health as well as my own. I have talked to my doctor and it was he who recommended the breathing and relaxation which like I said have not worked and was wondering if anyone had any advice on how to deal with extreme depression and stress during pregnancy ???