Am i ok??!! Is the Depo gonna really help out?

A month ago May 19th, on this date i got my first depo provera shot and 2 nights ago Friday was the 3rd time me and my boyfriend had sex. It was like 3-5 minutes before my boyfriend came i noticed a different but better feeling and when he got done thats when we noticed the condom broke, soon as that happened i made sure i wiped off my vagina from any semen. I also heard that after sex your suppose to go to the bathroom and when you pee push, and with me being skeptical i even took the initiative to stand up since we had sex. Kinda weird i know, But then 5 minutes after sex i notice in the underwear and whites pants it was a clear substance coming outta me, as if my water broke. I thought it was the depo working exiting the semen outta me. And to include i took pregnancy test before when i thought i was having pregnancy symptoms but my doctor told me it was just the depo kicking in with the side effects. Usually the condom never broke before when we had sex,until now when we used a different condom. That particular night we used 2 different condoms when the first one was filled. We used the "Trojan Magnum" condom which we always used and "Lifestyle" condoms which was my first time using. and please don't tell me the only thing i should worry about is catching std's/hiv/aid's because he's clean and i know this, so thats the last thing im worried about. So please let me know if i'm covered by the birth control shot (Depo provera) and if i need to take any more precautions.