Hey Naemanson,
I now have an ex-fiance (it's been one year now), and I have clinical depression (not related to the break up it seems). I get what you're going through. Medication is a help when all is so hopeless-seeming that you just don't care if you're living or dead, but as you'll know already, it takes a while to kick in.
For me, when I was at my lowest (not actively seeking to kill myself - it's just that if I'd fallen off a cliff I wouldn't have put a hand out to stop myself) I couldn't do anything without being overwhelmed by grief and misery. Listening to music was right out. I normally sing around the house (when there's no one there to hear me), but I couldn't manage even that.Concentration was impossible. Sleep was impossible. Living seemed pretty damn impossible. In didn't even want to be on Mudact - I didn't want to talk to anyone.
I don't know what has got me to the more calm state I'm in now - probably the medication mostly. Being in daylight helped a lot - nighttime was, and still is, a time when everything played on my mind.I'm still no good with sad music, but I can listen to upbeat stuff. I even caught myself humming when cleaning out my fridge the other day.
And as for your video games - you should try playing Riven - it's lovely and superbly mind-absorbing (if you like twisty, difficult puzzles and beautiful graphics).

Good luck...