I have a regular copper IUD, and so far..so good. I was on the depo shot for years before, and coming off the hormones from that has been terrible on me. I had my first period the other day, and I do have to say the cramps are far worse than when I had a normal period without it. I heard that is why they developed the IUD you have, to lessen the pain. I worry about getting pregnat also, but I heard that most pregnancies happen within the first year you have it. When I got mine they made me come in for a checkup one month later to make sure it was in ok.
My advice, is that everyone is different. Many other people may have problems with it but you may not. There are horror stories out there for everything. Remember being pregnat? I'm sure you heard many. If you are that concerned about it, make a doctor appt and discuss other options and see what is best for you. I chose it because I am over thirty and don't plan on having any more children, and opted out of surgery for now. Good luck!