Anyone with any advice coming off Depo shots! PLEASE HELP!

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I have come to the conclusion that Depo Provera shots are not allowing me to lose weight as easily as I should. I have not been "dieting" but I have merely changed my entire lifestyle. Exercise everyday for at least an hour, eat healthy, and drinking plenty of water. Still I've only gained weight. It cannot be just "muscle" I was in dance from age 3-19 and then continued with fitness as i went to college. I am not taking my next shot just to get off of it and so that I can stop gaining weight (at about 15+ right now since I've been on it). I've only had 2 shots but was wondering if anyone else has come off of it and what to expect. Did you have any drastic weight loss/gain? Any information I would appreciate!