I had an IUD for 10 years and it worked as soon as the doctor implanted it into my uterus. You are probably not pregnant and should not worry. The IUD did not mess with my menstrual cycle and my period was regular every month but it was very very heavy due to the IUD. I highly recommend anyone that is not trying to get pregnant to use the IUD because it worked for me for all those years.
Its very common to have menstrual irregularities when using an IUD for birth control...usually this resolves over a few months time.
It would be very unlikely to become pregnant with the IUD in place, however, it is not impossible. It is also unlikely but not impossible for a woman to have been only a few days pregnant when the IUD was inserted. NOT LIKELY, THOUGH.
If irregular bleeding makes you concerned about pregnancy, simply take a HPT, using a first morning urine, a sensitive test, and following all label directions, once every month for a while. Eventually, you will relax with the worry over an unintended pregnancy. IUD's are very, very effective at preventing pregnancy.
Continue to use protection if you have worries over STDs...the IUD will not protect you at all.