Depo And Depression

I tried the Depo shot about a 1 1/2 yrs ago. I took two of them opon the suggestion of my doctor. Because I am a smoker she told me that after the age of 35 I could not take oral birthcontrol. After taking a series of 2 shots I started gaining weight and my breast become larger. I didn`t like the way I felt so I stopped taking them. Because I was not yet 35 yrs old she put me back on oral birth control with the understanding that opon my next appointment with her if I hadn`t quit smoking that she would not be able to refill my pills. I haven`t quit smoking so I was given the depo shot one more try. I am again experiencing the same things again this time it is worse. I am feeling very depressed and easily angered My question is, has anyone else experienced depression they the think my be coming from taking these shots? To be honest I have become a real B%&$ to live with over the last month or so. This is the only thing that I have done different. Somebody please respond if you have had a the same thing happen to you so that I will know whether or not this may have something to do with my moods.