I am glad you are starting talk therapy. I hope that helps. How long have you had your IUD. If you think that the mental issues are aggravated by having a period you could always switch to a different for of birth control. The patch, the shot, and certain pills eliminate periods all together. That might be a better option.

I do think that therapy will help more then anything though. I doubt it has much to do with your choice of birth control. If you have had the IUD for a while and it is time to re evaluate things, it might be worth questioning. If it is something fairly new, then I know it is costly and should likely be left in place.