NuvaRing and painful menstruation

So what does work? I've had depression, yeast infections, no sex drive, and I need to get this thing out. Has anyone with these same problems with the NuvaRing had luck with another form of birth control?

I am a healthy, active 31-yr-old with no medical problems other than acid reflux (I take Prilosec OTC) and 50 lbs overweight. (I may be slightly overweight, but I'm very strong, healthy, and I work out religiously 3-4x a week with a personal fitness trainer.) I've been an Ortho-Tricyclen user for years due to my dysfunctional menorrhea (extremely painful menstruation with flooding blood for days, unending cramps, bloating and water-weight gain). I absolutely adore the OT Rx as I only have to have my period 4x a year, and it's not so dysfunctional when it comes. However after doing much research, I decided to try out Nuvaring and drop taking the pill everyday. I started the ring this past Saturday night at 10 PM (as that's easier for me to remember than a Sunday) and today is only less than two days later. My ankles blew up with what seems like water after the first eight hours of use. I had sex later on Saturday night with the ring inside me, and I got to add a burning sensation to my symptoms, which as of yet still has not gone away. Today (Monday) when I woke up, my hands are swollen now too. Exactly 36 hours of wearing the ring, and already symptoms, least to mention symptoms that should have nothing to do with birth/menstruation control? I just threw the ring away a few minutes ago; I'm going back to OT this week.