Depo Shot.

Its been about 5 days since I got my first Depo Shot. I was on my period and I was told that since I am on my period, the Depo Shot should work immediately. My hubby and I wanted to try some stuff out in the bedroom that we have never done before. I just ended my period, and I was more horny than ever it seems when I just get off my period. He ended up cumming in me because I wanted to try and see what it was like. I know the risk is like 1 out of 99% chances of getting pregnant but I can't stop freaking out that I maybe. Since this is my first Depo Shot, should I be worried or be taking any kind of Plan B? We are not ready to be having any babies. The experience was worthwhile and it felt like we were more connected but on a different level. I have never felt that way before. Please help!