Welcome to the Stop Smoking Center. Don't beat yourself up, slips do happen sometimes. For some it happens during hell week, others during heck week, and like yourself, blah week seems the hardest. "
I haven't relapsed but I am feeling so depressed". Don't feel bad either. Depression is one of the side effects of quitting. It's all a learning process. We have to reprogram our brain to be able to go through life without the crutch of cigarettes to lean on. "
I get insane cravings (way, way worse then week 1) during weeks 2 - 4 and I always fail". But you keep trying, that's the important thing. Once again it's a learning process. Do you know why you cave in? Is there something that happens, or a certain place you are at when you're overcome with the craving? Quitting smoking is a whole new lifestyle compared to when you smoked. EVERYTHING seems different at the start. You need to be able to fight the urge head on. Have you went through the "my program" at the top of the page yet? There's some good information in there to help you on your quit journey. There's also a lot of good tips and tricks in these forums to help you along your quit journey. If you have the time, read, read read!!! The more you know and understand about what to expect on your journey the easier it "should" be for you. I'm not saying it WILL be easy, but easier to cope with the pitfalls and roadblocks that lay ahead. "
I just can't shake a sense of failure". Failure is a part of the journey too. We learn from our mistakes, and it makes us stronger each time. Each time we fail, hopefully we learn something and will not let it happen again. Eventually we become strong enough to beat this darned addiction and live the rest of our life as a QUITTER.

How long have you smoked, and how many a day? Is there anyone else in the house that smokes?
Stay strong and keep on trying. You'll win the battle one of these times. The only way you can fail is to quit trying to quit!