I need to drop my diploma in secondary school, how do I go about it?

I've spoken to my head of year and the subject lady at my school, they have taken me out of P.E and a few other lessons to help me catch up.

none of them will listen when I say i'm doing fine in the lesson, but i'm failing in every other lesson because i'm trying to keep up wit the work load.

i have depression, and I don't deal with stress very well as you may have guessed, i'm 16 and I need help, Please?

It isn't unreasonable for them to think your failing means you're not "doing fine in the lesson."

Have you talked to them about the depression? If you haven't, you should. It's very possible that addressing that issue would solve the problem with your grades also.