Weird Depo shot symptoms.

I've now been on the Depo shot for over a few years now and am in my window to get my next one (appointment this Friday). The whole month before going in for my last shot, my breasts and nipples were very sensitive and sore the entire month. I went in for my shot and a week later the pain and soreness stopped. I'm assuming it has something to do with my shot, but I've never come up with these symptoms until now. I've just reached the beginning of my window and again in feeling the same symptoms. Is this happening to anyone else on the Depo? And why?