The purpose of this project is to determine whether the use of intravenous dexamethasone in patients with depressive illnesses can show a response in their symptom profiles within 7 to 10 days of treatment. This is a double blind randomized placebo control cross over trail, in which we are attempting to determine whether 2 doses of 4 mg. of intravenous dexamethasone can rapidly and effectively reverse the symptoms of depression.