Problems like this don't pass on their own. You need to talk to a professional therapist, and you need to get to a hospital by any means you can. If you trust your friend, then you need to call him.
Just remember, anything that happens in your own mind you can control. Depression is serious business, and you need someone who can help you figure out what's causing it. The voices can be scary, but they can't hurt you - the cutting can though, you need to keep yourself from doing that. What are you thinking about when you're cutting? Is it a release or is to hurt yourself?
You sound like you're very afraid of yourself, and that can be so debilitating. You have to remember that at the end of the day, you are in control of everything you do. Your thoughts might fight you, but you are always stronger.
There really isn't much I can do for you over the internet. You need to call your friend, and you need to get professional help. Good luck - you can feel better, you just have to take the right steps toward it, and you just need the right people to help you along the way.
Update #1:
The voices don't own you. You made them, they have to listen to you. If they tell you to cut, tell them to go straight back to hell. That makes you in control.
You really need someone outside of your mind to talk to about this, go to the hospital. Get a cab, walk, whatever, just get there. You can fight this.
Update #2:
Don't be afraid to get better. The world that this sickness is keeping you from is a beautiful place. You can and will be happy without cutting yourself. Get yourself to the hospital, or like someone else said, you can just call 911. People are out there to help you, reach out to them.