Yes, you should be concerned. You need to consult your physicians ASAP about this.
I don't know much about the shot cept that its to prevent conception. But it could be that you have a yeast infection or bacterial vaginosis. And possibly it could be a UTI. I suggest just going to Walgreens/CVS and getting a Vagisil at home screening test. It tests the vagina's pH levels and has a chart showing you the indicator colors and what they mean and whether or not you should go follow up with a doctor or not. That's what I've done! Also, I just suggest using the brand Summer's Eve for vaginal body wash in the shower each night to balance the pH level, Summer's Eve wipes if your feeling dirty down there after a long day of shopping and you can just throw them in your purse! Its like a shower for your vagina and again, all pH balanced. And if you feel like you have a lot of unwanted moisture in general down there just from wearing jeans, or it being a hot day etc., you can avoid excess moisture from building up into bacteria by using the Summer's Eve vaginal powder--external use only, but it hella works. I also douche with Summer's Eve 2x a month. Ever since I have been used all of those things, I've stopped having yeast infections, bacterial vaginosis infections and UTI's! Its been great! Good luck love! ---summer, your 18 year old counter-part
Since you don't know what you are dealing with I would HIGHLY recommend you CONSULT your physician BEFORE doing anything recommended on the web as we aren't physicians. You definitely do not want to make the situation worse.
Keep us posted.