To start, stats:

http://www.nimh.nih.gov/statistics/1ANYDIS_ADULT.shtml ~ Mental illness in women is significantly higher.

http://www.nimh.nih.gov/statistics/4SPE07.shtml ~ Male suicide rate, however, is higher.

It seems to me that the natural conclusion is that, somewhere along the lines, men are not getting the help they deserve. No, this is not because 'Men go to Jupiter to get more stupider'... It seems to me that this is a result of a societal mindset that getting help is not a 'manly' thing to do. A societal mindset that men are to be strong, and getting help is for the weak.