I would say this has nothing to do with your religious beliefs. From the way it sounds, its a chemical imbalance somewhere in you. If it were solely from your religious background, you would have the feeling of slight guilt, but not to the point of depression. I would talk to some type of doctor about this though, and good luck. I know the feeling that you are talking about, but my circumstances were a bit different, and mine was more of a feeling of guilt, which generally makes you feel like total shit. Cheating on a partner, or something along those lines, would make the situation you are in understandable, but the fact that you feel shitty after you masturbate clearly points to something wrong that is deeper then guilt or religious beliefs. Hope you figure the shit out though, Id hate to be in your shoes.