Mckena Shot..

My last child (my little girl) was born premature 7 1/2 weeks early. This pregnancy my OB told me she wanted me to start taking the mckena shot, I started taking these shots at 16 weeks, I am now almost 21 weeks (Tuesday). Ever since I started taking these shots I have been getting severe headaches 2-3 times a day, i also have been having a lot of anxiety and major depression. To the point where i don't want to move or talk to anyone I just sit here and cry for no reason. I understand that the shot will hopefully prevent against another premature baby but the way I am feeling off of this shot cannot be good for the baby. I am thinking about quitting them but I'm not sure if it is safe or if it could throw me into earlier labor.

And before someone wants to comment being rude and saying I need to think about my baby (because I know someone probably will) I AM thinking about my baby. I am thinking about how it isn't good for my baby that i am as depressed as I am. That I can hardly eat because of the depression that I don't even want to move because I just feel like crying all day. So if you don't have any actual advice or something encouraging to say please don't bitch on my post go else where.