Should I stop taking the Depo Provera Shot?!

Please help me! its working great with having no periods i just really really hate the side effects!! My side effects are craaazyyy! i have Huge irritability; when i get angry i shake for like an hour and cry over the littlest things. I have very low circulation, i get depressed VERY easily and i have gotten a weird thing over lactose intolerant... it didnt start till after i took it and the doctor was like hmm thats weird and didnt even check anything... can you please please please help me out!!!???