SEE YOUR DOCTOR.
basically, there should be no way you can get pregnant with the IUD; but if you do, it is HIGHLY likely that it could be eptopic (implanted in the fallopian tubes and misc and not the uterus, which can cause them to burst, causing infertility, hemorage, and even death)
though this risk is RARE (like i said, there should be NO WAY you could be pregnant) there is a chance. so go to your doctor. chances are its just the way the IUD is adjusting to your body and causing different symptoms. i wouldnt worry but please address your concerns with your doctor so that he or she can help you figure it out. :) :)
and if you arent happy with what your doc tells you, get a second opinion from another doctor! :)