I'm sorry you are depressed about this, but you need to be really honest with yourself. You aren't pregnant yet, yes it sucks, its hard, and can be depressing. Especially if your husband isn't being supportive, understanding, and sensitive.
You need to understand that MOST women do NOT get pregnant in the first couple of months. That doesn't mean that their is anything wrong with you. Most healthy couples can take up to a YEAR to become pregnant. A good resource for you is the book Taking Charge of Your Fertility, it will explain what is going on with your body, ovulation, etc.. I suggest you start charting. Check out fertilityfriend.com .
Also, if you and your husband are having issues, and a baby is the way you plan on saving your marriage, i suggest you wait. I'm not trying to be hurtful but, a baby won't make anything better. You would still end up with a broken marriage but you would have a baby thrown into it too. A baby that would end up having to deal with parents fighting, don't you want a healthy marriage before you expand your family?
One last thing. If you are struggling with depression and such already, maybe you should consider blogging/journaling/talking to a therapist to get to the root of that anxiety and depression.