 Study hypotheses: 1 Stepped care is more effective than usual care in improving depression and pain. 2 Stepped care is more effective than usual care in improving health-related quality of life, negative pain beliefs and behaviors, reduced opiate use, and health care costs. 3 Patients with musculoskeletal pain who are not depressed at baseline will have an incidence of depression less than 20 over 12 months of follow-up, characteristics that can be identified as risk factors for incident depression, baseline characteristics distinguishing them from depressed patients, and better pain and health status outcomes, compared to depressed patients. 