Did you or someone you know get pregnant on the depo shot?

I'm on the shot, this is my first round of it, and I'm having pregnancy symptoms. My bf and I do have sex without a condom because we are not necessarily "trying" to get pregnant, but if it would ever happen it happens. I was put on depo for my period, not actually for birth control purposes. I was just wondering has anyone got pregnant while on depo? If you did, was the baby okay?