Depo-Provera (Birth control shot)

I got my depo shot about a month and a half ago, at first I thought I was going to miss my period (as my period was a week late), but now I've been bleeding for almost three weeks straight. Has anyone else had this side effect? Will it go away, or should I talk about discontinuing it with my gyno? 
Otherwise, my experience has been pleasant. I have not noticed any physical or emotional changes aside from the extended period. 
Any success stories with the depo shot?