It doesn't sound like you're pregnant, it sounds like you're just having some bad side affects from the IUD. I would suggest you speaking with your Gyno about your side affects and if possible they might put you on an anit-derpressant, and if that doesn't seem to work then they might opt to take that IUD out and see if you bounce back.
As for the cramps, I beleive that they are compeatly normal with the IUD... again depending on how bad they are, I would contact your Gyno about them and see what they say, the might give you a perscription for some sort of pain medication or give you tips to help you cope with the pain.
That sounds just like me. i had the iud for 14 months and just had it removed in august. i was always depressed and i gained 60 pounds on it, not doing anything different, just the hormones in the iud messed my system up terribly. i hope you can figure out what will be best for you, but since having the iud out, i'm not as bad as i was with it, i'm letting my body have a break, but i would def say its worth getting it removed so you can get back to normal life. i would rather get pregnant again than feel the way i did with the iud in!