There are hundreds of articles and dozens of very in depth books that cover exactly how FDR's policies pushed what could have been a 1-2 year recession into the great depression. Read "America's Great Depression" if it's actually a topic that interests you (I'm assuming it's really not, but willing to admit I'm wrong). Hiding behind "things were so bad, you just don't know" argument does just as little justice to the true facts of history as do false presumptions of what really went down during that time.
The GDP numbers people often reference to show a positive turnaround in in the economy of the US during the 30's are misleading. GDP, in a contrived formula, basically give you an amount of spending. Just like today (despite what so many still think), spending money created from debt doesn't actually help an economy. It only helps the graphs....for a period of time.
Even saying that it was just the war that pulled us out of depression is a bit misleading. It was the frugal tendencies of Americans who had gone through decades of depression and war that finally pulled us out. When the war was over and we slowly came out of our sanctioned way of life, people realized they had true savings, something not seen in decades. It was these savings that were used to build our country back to power. Unfortunately the desire to push those savings past their natural ability to create wealth is what drove us down again.
FDR pushed as much or more of a socialist agenda than any president before him, and due to a desperate economy, he was able to get much further along in his agenda. Very much like Bush was able to do because of 9-11, and Obama will do both because of an economic fall and because he will be able to build off his predecessors legacy.