Thanks for your query.
Paraguard is a IUD (copper T) and is used as a non hormonal contraception
It can cause few side effects like Anemia,Backache,Bleeding between periods
,severe cramps,inflammation of the vagina,pain during sex,severe menstrual pain
and heavy bleeding,vaginal discharge
Since you have burning when cough you should get examined to rule out any infectionor inflammation of vagina or cervix.