Hi,
Having an untreated anemia can indeed become dangerous Your body needs a certain amount of blood cell mass to function normally, and without it you become symptomatic(lightheadedness, fatigue, pale, short of breath) and your heart has to work harder to get the same amount of work done. Unfortunately with this type of anemia, there is no oral medication that works, only shots are effective at this time. Perhaps speak with your doctor about finding some ways to cope with the stress of having to take the injections, and this will start you in the right direction.
Take care