Follow this link to a transcript of a speech that Ben Bernanke gave at the H. Parker Willis Lecture in Economic Policy, Washington and Lee University, Lexington, Virginia March 2, 2004.
Bernanke is reputed to be an expert on the Great Depression. There are huge expectations that he will use his knowledge to help solve the current crisis. Why not try to learn from him some of what he knows? The lecture is very informative and has a number of references for follow-up reserach.
Wikipedia also has an interesting article on the Causes of the Great Depression