Are you using any mods ?
Install this keep depth fix
http://www.subsim.com/radioroom/showthread.php?t=179746
Press Ctrl key on the keyboard to bring up the advanced control features . Under ttis is the button to get depth . So find depth , dive or crash dive , then hit Ctrl key and click the curser on what depth you want to go on the depth gauge . Any other questions , just ask .