why does the depo shot only increase your weight around your

went on d/p. first shot no prob. second my face broke out and my hair fell out. I went off it and my period returned in about 3 mos. Went on it again, this time I gained about 25 lbs! People were asking if I was pregnant. I am normally very thin and the weight was all in my belly. I tried dieting and it seemed liked I gained more. It also seemed as though everytime I went in for the shot I had a different or worse side effect.