How can I be allergic to Vitamin D?

I have intermittenly tried to take Vitamin D because it seems like something I would need. A couple of years ago I tried a couple of times to take cod liver oil. I ended up getting depressed and finally figured out that was why. A few months ago I decided to take plain D because it is good for calcium metabolism. I again got depressed and stopped. Now I bought a bottle of Allergy D. There is no fish oil in it. 400IU. I took one for 2 days and started getting depressed and woke up this morning with sore kidneys.

Has anyone had a similar problem? It seems like it might be a symptom of some other deficiency but I don't know what.

Any suggestions would be appreciated.