If you start the vitamin (it really is a prohormone, not a vitamin) do not expect a change with a single dose. Most feel better in three weeks and a steady dose of vitamin D will stabilize at a given blood level in 3 months. Copy and paste the below for the studies
http://www.vitamindcouncil.org/science/research/vitamin-d-and-depression-and-seasonal-affective-disorder.shtml
http://www.vitamindcouncil.org/depression.shtml