The shot protects you for 12 weeks, and is usually administered 5 days into your cycle. If you missed your shot you should get another shot next cycle, and you should be aware that you are not protected for this month.
Your cramps could be an indication of the lower levels of the hormones, or your coming period, or your ovulation (which you don't usually feel because it is suppressed when you're on the shot).
Once 12 weeks have passed after your last shot, you are able to get pregnant, though it doesn't always happen the first time you try.