Hello,
thanks for using health care magic.
Cyst could be functional ( benign ) or 
malignant cyst. 
Hemorrhagic  cyst most often are functional cysts that bleed. 
There are two worries with hemorrhagic cysts;
-as a result of the bleeding, they may rupture thus aggravating 
  the   bleeding    and causing 
shock then death if quick surgical
 intervention is not done and 
-secondly, hemorrhagic cyst could be cancerous as well and this
  can  only  be  confirmed  by  
biopsy  through  open  surgery or 
 
laparoscopy.
    The 
ultrasound should indicate if there is fluid in the pouch of 
douglas which will indicate that the cyst is bleeding out of its self 
an its an indication of surgery. 
You should discuss in details with your doctor on the present ultra
sound findings and the possible intervention needed. but surgery 
might be the best.
Best regards.