Problem with IUD Mirena

Has anyone had problems with the IUD moving and ended up pregnant? I got it a month ago after my 8 weeks pp and when i went for the month check up they told me it moved and they have to remove it and start a new method. I have had unprotected sex because I thought it was good and I have my next appointment next week to start the depo shot. Has anyone had the same problem and ended up pregnant? I want another baby but I want to wait since he is 3 months and I want to give him all my attention right now.