Pain After Intercourse

Rozzie
Hello friends,
I have a problem and I was just wondering if anyone else has experienced the same thing. I just switched birth control. I was previously taking the pill, but about two weeks ago I switched to Depo. Since then, I've had sex with my boyfriend twice.  I noticed that both times I was experiencing pain after the intercourse (not during). I can only describe it as a very uncomfortably burning or stinging. I'm wondering if it could possibly be a side affect of the Depo? This has not happened before. Has this ever happened to anyone else? 
Thanks ladies :)