switch from depo to mirena?

I just got on the depo shot about a month ago. it stopped my period two days after i got the shot. my period started on time this month but has been on for 11 days. when me and my boyfriend have sex i get this horrible pain and afterwards i get these terrible cramps. its like the bleeding was light the first seven days and it has gotten heavier not really heavy but i mean i want it to end. and i never really got cramps before. but i mean jeez sometimes i feel like im having contractions. im thinking of mirena but i hear of some people getting foul odors and discharge. what are your thoughts?