In the information packet my dr. gave me it says that it takes 24 hours to get in your system however my doctor did advise me to use a backup method for the first 4 weeks
Up to 14 days.
From http://en.wikipedia.org/wiki/Depo_Provera:
Depo-Provera can require up to fourteen days to take effect. This means pregnancy can occur within fourteen days of the first Depo...