I am super sensitive, how can I change this?

I am very dependant on other people, I use them for comfort, to find happiness and to seek company. These things I want a lot in life, but I cry so much at the smallest things, such as, my boyfriend going out to a party (my parents are very strict so I cannot join him) I will cry all night, and I dislike being alone and the smallest things upset me, like seeing facebook status'. I am a bit worried I am also depressed... What should I do to try and "man up"