K.M.
I would definitely go to the doctor to find out what's going on. It is possible that it could be a breast infection (see the WebMD article: http://www.webmd.com/hw/health_guide_atoz/sig56017.asp?na...) And it is also possible that you could be pregnant. No birth control is 100% effective and somebody has to make up that 2-3% failure rate! (I know that's not what you wanted to hear though!)
BTW, my friend had an IUD and it stopped her period. Not sure why or how that works but it did.