What does the VA do if they diagnose you with major depression ?

I've had 2 bad episodes this last month and was ordered to stay in the hospital under a PEC because my BAC was in excess of .4 and they said I was trying to do suicide by cop. They diagnosed me with major depression and tried to keep me but I played the game and got out in a 4 days after having a probable cause hearing. I have a follow up appointment at the veterans hospital in a week and I would like to tell them how I really feel but I don't want to be committed involuntarily again. The anxiety and depression that I experience with them is unbearable. I feel more comfortable at home and more relaxed. How do I tell the specialist whats on my mind without them sending me straight to the nut house.? I am not homicidal