I've heard stories of girls getting pregnant on depo. is it because they were pregnant before the shot or is it due to inefficiency of the medication?

Depo Provera: The Depo-Provera shot is a highly effective birth control methods. According to Planned Parenthood, women who use it correctly have a less than one percent risk of pregnancy. If women wait too long between shots, the failure rate increases to six percent. If you are more than four weeks late for your shot, your doctor may require that you get a pregnancy test before administering a shot.

Every effort is made: to make sure a girl/woman is not pregnant before she receives a Depo-Provera shot as it is possible (though fortunately unlikely) for adverse pregnancy/fetal problems. The progestin implant and IUD are both 99.9% effective at preventing pregnancy, and Depo is right up there, too (99.7% effective). This means only 0.3% of women who use this method appropriately for a year will get pregnant..rare!