What To Do If Bleeding After Sex Since Megace Was Discontinued?

I have recentley taken Megace, because I will start bleeding after sex & have had a period every two weeks for the past two months. I have been off of the megace for two weeks now. Had sex Saturday & started bleeding, it was brown the first day, then got heavier. Last night I past a tissue like thing, it was clear on one end & red on the other. It was about an inch/ inch and a half long. Is this anything I need to worry about?