I worry that my dua'a is heard but I am unworthy of his help.
This reminds me of the 'worldly consequnces of sin' thread. You shouldn't despair of Allaah's Mercy, if it helps, go through the ayats of the Qur'aan which stress this as this may give you some reassurance. If you feel remorse at what you have done, like you really feel something in your heart, then have hope that Allaah Will Forgive you as long as you ask for forgiveness. I'm not sure if it's appropriate to ask why you feel you are 'unworthy of His Help'?
Remember the hadith which mentions that when one makes du^aa, then one of 3 things will happen, which means something like: either his Du^aa will be immediately answered; it will be saved for him in the Hereafter; or it will turn away an equivalent amount of evil (from him). Perhaps the latter have occured for you, so again, don't despair insha'Allaah.
I have found it helpful to ask people to pray for me too, and remember that you can pray at anytime, and at any place, but there are some places and times in which the du^aa is more likely to be Accepted, so perhaps pray in the last part of the night, for instance.
I'm not sure what exactly you're afraid of? I don't know if you will come back to this thread or would want to elaborate, but I am sorry that you're feeling depressed. It may help to talk to friends to get their advice or to help put things in to perspective.
I do pray that your feelings of depression begin to lessen insha'Allaah.