Do I need to take out my IUD?!

I was on the BCP from 13-21 to control my pmdd symptoms. I decided to switch to the paraguard non hormonal IUD. Since then, I have had crippling cramps, severe mood swings, bloating, and body aches. They interfere with my daily life, and usually ruin whole weeks at a time for me. This last period, between the PMS and the actual flow, has got me laying on the couch depressed, in pain, and unmotivated for almost two weeks. I'm afraid of the synthetic hormones in the BCP... Will they make me  gain weight? I'm trying to lose twenty pounds, and get healthy and let my hormones self regulate... But thay doesn't seem to be happening. What are your thoughts?