Depo Shot, Period, But Pregnant ?

Im 17 &nd Ive been on the depo shot , im not sure for how long exactly but im due again on july 17 2011 , today is june 24 2011 . Ive only been diagnosed once and they gave it to me BEFORE my period but your supposed to take it after . My boyfriend and I had unprotected sex june 17 2011 , he finished inside of me and im about 4 days into my period . Ive gotten it TWICE since the shot . The problem is that not only did he finish in me about a week ago , but he confessed to possibly doing it before approximately 2 months ago and just telling me . Ive been feeling really wierd lately , nausea , headaches , attitudes , frequent urine , diarhea . Do you think its possible to be on the depo , on your period AND PREGNANT ? Or is my body having a bad reaction . . Did the depo shot even work ? : (