All those feelings are quite normal when you are newly diagnosed. It is a serious life threatening disease which requires big lifestyle changes to manage. It just all seems so overwhelming at first. I promise you it will get easier to deal with and the fear and depression will go away.
Your best friend will be knowledge. You should find and buy (Amazon has them) Dr. Richard Bernstein's book and Gretchen Becker's book. Both these books explain all the ins and outs of diabetes and how to start dealing with it.
It took me 30 minutes to get up enough courage to stick myself the first time. Now, I think I could do it in my sleep. It stops being a big deal and frequent testing is very important. That gives you the feedback you need to know what you can eat and what you can't eat.
Try the following forum - you will get your questions answered there and get lots of support from all the people.

http://www.diabetes-book.com/cgi-bin/yabb/YaBB.cgi