Please help! Depo Shot concerns!

Cordelia
2 weeks ago I received the Depo Provera shot for the first time. Just yesterday, I found out I'm 4 weeks pregnant. 
I had NO idea I was pregnant before receiving the shot and now I am terrified! I've read it's a category x and that some doctors believe it dan cause defects and others don't...
Has anyone received the Depo shot while pregnant? Has your baby come out healthy??? Please help, I'm not seeing my doctor for 3 weeks and I know I'll go crazy by then relying on Google!!!