I don't know if I get depressed about it... maybe mildly depressed at most.  Though I do often ask, "Why me?"  I certainly do feel odd about it... I feel like I can't tell anyone because it's far to weird/embarrassing.
Also, I am very attracted to muscular/athletic girls... so much so that I can't really be myself around them.  This is rather problematic.   
I am thinking about getting some phone counseling... which is a bit more anonymous than regular counseling.  This guy looks promising:  
http://www.healingforthesoul.org/
Thanks for posting.  It's good to know that I'm not the only person who struggles with this.