What's wrong?

On my way home I felt the need to go to the restroom because I needed to urinate, my stomach started hurting a little on the lower area, once I came I went to the restroom and I once I was done peeing it hurt a little and I still felt like I needed to pee but nothing was coming out anymore, why is that I feel like this? I'm on the depo shot btw, the 1st of may is my third injection