Sorry you are feeling so badly. everything you are experiencing sounds like Mirena side effects.
I would NOT recommend your boyfriend pulling it out for you. Typically, the removal is very simple and painless, but if it has gotten embedded (amongst other complications) self removal can be dangerous. I would be particularly concerned considering all your pain and bleeding. It may have been inserted improperly.
I would call your doc and ask about removal cost. It varies tremendously depending on where you live and if you are covered by insurance.