Depression is a state of being that has to be nurtured, and it is clear from THE DOGS OF RIGA (New Press, $24.95) that Inspector Kurt Wallander, the brooding hero of Henning Mankell's introspective police procedurals, has been working on his condition for at least a decade. ''The future of our society gets gloomier and gloomier,'' he reflects in this novel, which was originally published in 1992 in