Following on from saintdee's post, I recently discovered from Depression Alliance that there was a group in Portsmouth but it has now closed.
I attend a depression group in my town and it is jointly run by a sufferer and a postgraduate who is not. If any of you are interested in starting a group for anxiety or depression, it can be done with the help of these people and there are regional groups of postgraduates willing to help out.
If you need more info, get back to me, then I can find out from my co-facilitator contact details.