Q:

Is depression a disease?

I got this question after reading this:
http://worldradio.ch/wrs/news/wrsnews/basel-study-shows-positive-side-of-depression.shtml?24427
When a person is depressed, is it because the brain is malfunctioning, or is it just a natural reaction for sadness?
Today you say to a doctor that you are sad, and he prescribes you an antidepressant without asking further questions. Instead, shouldn't depression be considered a natural reaction from the brain and be treated only for special cases where it is a syntom instead of the main disease(bipolar disorder, pacient getting suicidal, ...)?
By a natural condition I point out the Basel study saying that people get more analytic during a depression. It is the way that the brain found to protect the person from getting another sadness.

A:

I think your defenition of depression as "sad" is a missunderstanding on your part.  Depression is clearly defined in DSM-IV.

Depression that meets the DSM-IV criteria for a depressive disorder. The term is usually used to denote depression that is not a normal, temporary mood caused by life events or grieving
DSM describes symptoms and does not discuss the causes of the disorders. DSM-IV designates the 4th edition. Issued in 1993, DSM-IV is currently the latest edition (as of 2001).

A better defenition would be:

Chronic Depressive Disorder (Dysthymia)
A. Depressed mood for most of the day, for more days than not, as indicated either by subjective account or observation by others, for at least 2 years. Note: In children and adolescents, mood can be irritable and duration must be at least 1 year.
B. Presence, while depressed, of two (or more) of the following:

Poor appetite or overeating

Insomnia or hypersomnia

Low energy or fatigue

Low self-esteem

Poor concentration or difficulty making decisions

Feelings of hopelessness

C. During the 2-year period (1 year for children or adolescents) of the disturbance, the person has never been without the symptoms in Criteria A and B for more than 2 months at a time.
D. The disturbance does not occur exclusively during the course of a chronic Psychotic Disorder, such as Schizophrenia or Delusional Disorder.
G. The symptoms are not due to the direct physiological effects of a substance (e.g., a drug of abuse, a medication) or a general medical condition (e.g., hypothyroidism).
H. The symptoms cause clinically significant distress or impairment in social, occupational, or other important areas of functioning.

Once you clear that definition up, there are of course unethical doctors who may not perform a full diagnosis and just prescribe medicine that has been show to work on the surface symptoms.
So in answer to your question, yes, it is a disease.  (Although, keep in mind that a layman may think of a disease being caused by pathogens as opposed to a chemical imbalance.  This is a limitation in layman understanding).

A:

Yes. Depression is a disease.
 

Disease, a harmful deviation from the normal structural or functional
state of an organism.

Your statements and questions...

When a person is depressed, is it
because the brain is malfunctioning,
or is it just a natural reaction for
sadness ?

There is a big difference between feeling depressed (or sad) for a few days and having a depressive disorder. See below.

Today you say to a doctor that you are
sad, and he prescribes you an
antidepressant without asking further
questions.

Wildly unethical behavior by doctors has no effect on the status of depression as a disease.

By a natural condition I point out the
Basel study saying that people get
more analytic during a depression. It
is the way that the brain found to
protect the person from getting
another sadness.

There are many hypotheses on the exact cause of depression.
From your link....

The results of the study give weight
to one American theory on depression,
which sees the mood disorder as an
adaptation to solving complex
problems.

NOTE: The authors understanding of what constitutes a "theory" is incorrect. 
This is, most likely, a reference to the idea of analytical rumination (one of the evolutionary approaches to depression).

The analytical rumination (AR)
hypothesis proposes that depression is
an adaptation that evolved as a
response to complex problems and whose
function is to minimize disruption of
rumination and sustain analysis of
complex problems.
...evidence suggests that much of what
is currently classified as depressive
disorder represents normal
psychological functioning (Horwitz &
Wakefield, 2007). One likely factor
contributing to overdiagnosis is that
clinically significant impairment is
not conclusive evidence of disorder
(Spitzer & Wakefield, 1999).
Impairment can be caused by biological
dysfunction, but it can also be caused
by properly functioning stress
response mechanisms.
The AR hypothesis suggests that
psychotherapies are productive when
they help depressed people identify
and solve important problems in their
lives. It also suggests that
depressive rumination is useful and
that antidepressants may interfere
with the ability to ruminate. For
these reasons, the AR hypothesis would
place greater emphasis on
psychotherapy and less on medications.
Depression as an adaptation for analyzing complex problems.

However...

Terminology is inconsistent in this
area. Those who see depression as
intrinsically pathological tend to
reserve the word for severe states
that are mostly unrelated to ordinary
mood variation, while those who see it
as a defense use the same word to
cover a wide range of normal and
abnormal states.
Is Depression an Adaptation ?

In other words: Semantics might cause confusion.

Depression
Taken from my answer to Do antidepressants work ? See also: Is there any scientific basis for Seasonal Affected Disorder (SAD)?.

When a person has a depressive
disorder, it interferes with daily
life, normal functioning, and
causes pain for both the person with the disorder and those who care
about him or her. 
(Emphasis mine.) **

General forms of depressive disorder...

Major depressive disorder, also called major depression, is
characterized by a combination of
symptoms that interfere with a
person's ability to work, sleep,
study, eat, and enjoy once–pleasurable
activities. Major depression is
disabling and prevents a person from
functioning normally.
Dysthymic disorder, also called dysthymia, is characterized by
long–term (two years or longer) but
less severe symptoms that may not
disable a person but can prevent one
from functioning normally or feeling
well.
Psychotic depression, which occurs when a severe depressive illness is
accompanied by some form of psychosis,
such as a break with reality,
hallucinations, and delusions.

 Source: National Institute
of Mental Health

Brightblades answer also has some excellent information on depression.

The Bottom Line...

Some manifestations of disease arise
directly from a defect in the body’s
machinery while others are defenses or
dysregulations of defenses...defenses
such as pain or diarrhea are
adaptations shaped by natural
selection. Dysregulated or extreme
defenses cause many diseases, such as
chronic pain or dehydration from
diarrhea.
 Source: Is Depression an
Adaptation ?

If "depression" is an evolutionary adaptation...
The disease caused by its dysregulation, currently known as depression, will need a new name.

