A depo shot is a Depo Provera injection which is a type of a birth control injection. This shot is supposed to be taken every three months. Your menstrual cycle may come to a halt after taking the second shot but there is nothing to be afraid about. Menstruation is a natural process hence there is no medication available for resuming periods. After you have taken all the shots, your periods will resume slowly and you will be back on track. This type of an injection stops the process of releasing eggs by the ovaries. Depo Provera is the most effective type of birth control and is being used all over the world.