Can The Brands Of Birth Control Be Changed Due To Side Effects?

I just started birth control (yasmin) and I'm not comfortable with the risks associated with it, so I'm going to switch brands, and my gyno recommended I finish this pack and then start the new one. I'm starting to have side effects (I didnt when I talked to her) like nausea and achy body, and I want to stop and take the new pill next month. I have only taken 4 pills. Can I stop?