My boyfriend has a lot of problems? (it's kinda long, sorry)?

My boyfriend is very very intelligent but he also is kinda mentally insane. All of his happiness is dependent on me and I realized that last night. We have only been dating for a month so we had our first fight last night (over facebook chat). It really wasn't that big of a deal but I was really mad and afterwords when the fight was over I called him to apologize because I realized that I was being a stubborn *****. But regardless, he used to cut himself and he confessed to me that if I hadn't of called him he would have cut himself. He also was talking about how much he hates himself and wants to die. I think he's truly a really depressed person and I just make him happy on the surface, but when it's time for him to feel anything negative it hits, HARD. (Oh, and I know he wasn't just saying this stuff to make me feel bad because I confronted him about him trying to be manipulative and I'm smarter than him. I would be able to realize it.) And I know he "needs help" and I should tell him to see a therapist but he's very aware of himself and the worst part is I feel the exact same way he does. I'm just as depressed, and occasionally just as suicidal. He brought up an idea that maybe we should kill ourselves together. And right now I'm like noooooo way and even he would never consider it now but in moments of severe emotional distress I'm really scared for what will happen. What should I do, or try to do? any advice? Thanks