Depo/bleeding

Hey ladys, i got my first depo shot in August. On the 5th of this month i started my period ive ben bleeding some days spotting others even dropping blood clots. I know these might be side effects but when should i see a dr ? The reason i ask is because i suffer from hemorrhages & they recommended me to get on birth control so i wouldnt be needing blood transfusions every other month from the bleeding of my periods. Thanks in advance hope this made sense (: