Depo-provera

I'm currently on the depo-provera shot. I'm starting to have weird side-effects. I got it a month ago. I'm not gaining weight, but im not losing. The two lbs had to of been water weight. I'm also working out on treadmill. After about 15 mins I'm getting very light-headed and weak. I'm also assuming this is Depo related as its never happened before. I do not plan on getting Depo again. I used it before after I had my 2nd child, but things seem to be different now. Is anyone else having these problems?