Just because you don't feel suicidal doesnt always mean your depression isn't severe, I have a diagnosis of severe depression now 2 years on from first being diagnosed, though have had depression a lot longer than that, and I am not suicidal,
If you are not happy on the medication then you really need to see your gp and talk to him/her honestly about it, if you find that hard then write down what you want to say and show them that