Omg thanks! I've been so parnoid. Its nice to know people have been in this position and have healthy babies. This is my first peegnancy ever so I'm a little scared.
I am in the same position as you pretty much. Got pregnant in late January, got my depo shot early February and even took plan b. My baby is growing perfectly fine and doctors have no concern about her. I'm sure your baby will be perfectly fine as Well =]
The dr should talk to you about it and might keep more of an eye on you just as precaution but like the above comment says a lot of women get pregnant while on birth control I'm sure baby will be okay :)
It almost happend to me but I knew I had unprotected sex 3 weeks before my appointment and was scared I was pregnant but I knew it was to soon for me to test positive and sure enough I took a test 1 week later and it was positive but there are lots of people who get pregnant on the shot and on the IUD and other forms of birth control and have healthy babies but I would talk to you doctor and ask him/her about it.