When someone starts a new hormonal method of birth control (like the Depo shot), they need to use a back up method (like condoms or practicing abstinence) for one week before that method will be effective.
After that first week, the hormones will be integrated into the body and can help prevent pregnancy up to 99% (even if ejaculation occurs in the vagina) when taken correctly.
In order for the Depo shot to be taken correctly, the person taking it needs to get the shot every 3 months. If a person is getting their shots on time, they do not need to wait a week after each shot. Just after the very first shot.