Experiencing symptoms of PMS or your period may not be the best measurement of the EFFECTIVENESS of the Depo Provera shot. Instead of looking at the symptoms, I think that your concern should be more focused towards preventing a pregnancy, which you're doing by using condoms. Additionally, it's essential to know that hormonal birth control prevents OVULATION, which is the cause of pregnancy (the egg is dissolved before it can even be fertilized) ... so as long as the hormones are right for your body, you should be protected from an unwanted pregnancy.

I'd suggest that you TRACK the vaginal bleeding and associated symptoms with a diary or calendar (length, duration, heaviness, discomfort) and take it to your next appointment. This way, you can be on top of your health and notice changes in the course of the Depo Provera shot. You can discuss your concerns with your gynecologist, too!

Found this, which might also help:

http://www.contraceptiononline.org/contrar eport/pdfs/08_05_pu.pdf

You just started the shot. It's very common to still have a period and symptoms for the first few shots. The dr should have told you this or at least given you a booklet about it. It's very effective one of the best because it's hard to get screwed up!
The bad part about the shot is you don't know when you'll have a period or spotting. Just keep track so that if you are having some problems you have it to tell your Dr. Good luck and give it some time!