Learn to tell your feelings to a friend or a close person.

For that, I have already known since primary school, yet I never had the courage to tell most things to others. Until last year, if my maths teacher hadn't brought me to the counsellor, I'm pretty sure by now I would have been dead.
Learn to speak out your troubles to another person(this person must be a trusted one,though). Trust me, after you rant on and on to a listening ear, you'll feel a million times better. Any form of letting out those words work(that depends on what kind of trouble you're facing, LOL), be it blogging, Facebook, Twitter, anything! However, the best choice is always talking to a counsellor, teachers, or parents.
Seriously, just let those troubles go. Get help, and in no time, you'll feel a lot better. Just don't try to kill yourself, they don't solve a single thing. External, internal pain... They never beat the pain deep down in you heart...