I was discussing this matter with my ob/gyn yesterday, what would happen if I got pregnant on Mirena. She told me I would need to have a DNC - dilation and curretage (abortion). She's against it personally, and does not perform them herself, but she said that it would be necessary because of infection and birth defects.
My friend had gotten pregnant on Depo Provera when she was switching birth control methods. Mirena has the same hormone as Depo Provera, but in a lower dosage because it is localized. She went through with the tortures, and painful pregnancy. Her baby died after three months from SIDS.
I think you have a very difficult decision ahead of you...