Hi There I Am On The Depo Jag For Contraceptive

Hi there I am on the depo jag for contraceptive wich stops my periods bt every 4 weeks without fail I still get the bloated tummy the cravings for choc the mood swings the spots and the hot and cold sweats, I have said 2 my nurse I get this and she said it isn't possible with the jag, is this true or and I jst going through something elce every 4 weeks?