Well, duh. Can't anyone be happy? And can't anyone have depression? We have the recent example of Andrea Yates to prove that being a devout Christian is no guarantee of happiness.
Being religious also seems to be most beneficial if you live among mostly religious people, indicating it is way of fitting in socially. In countries where few people believe, the psychological benefits of faith disappear.
So... living in a society where everyone agrees with you and supports you is beneficial, not religiosity per se. Her advice?
So if you are nonbeliever, surround yourself with like-minded people, and work on achieving your goals in other parts of your life...Your social and professional successes will then help you weather life’s ups and downs just as religion does.
So... this means we should read atheist blogs, go to atheist meetups, choose professions where whether something's true or not matters, and come out to people you think might share your non-belief.
...and put up billboards to let the ones in the closet know they're not alone!
I think we're on the right track. That makes me happy.