The purpose of this study is to determine whether olanzapine and fluoxetine combination (OFC) if used for a long time (47 weeks) makes patients suffering from Treatment Resistant Depression stable, determine if OFC is safe when used to treat patients with Treatment Resistant Depression for a long time (up to 47 weeks), to determine whether olanzapine and fluoxetine combination or fluoxetine alone is better to treat Treatment Resistant Depression when treated for a long time (up to 47 weeks) and to assess the quality of life during treatment.