Will The Microgynon Pill Does Not Prevent From Being Pregnant?

Hello, I have a question about changing from the minipill contraceptive to the combined pill. Last year, I was taking microgynon combined pill, then I stopped as I didnt need to take it any more. When I asked the doctor about starting to take a pill again, she suggested cerazette mini pill - which i starting taking a week ago. But she didnt tell me that there would be irregular bleeding (which I've already got...so annoying) and I also feel very sick and headachy on this one. I'd like to stop mid-pack of cerazette and change immediately to microgynon, which I have ready here and my blood pressure is fine for. I spoke to an NHS direct nurse who said if i stop taking cerazette, I can start on microgynon tomorrow morning and it'll be fine. He said I won't be protected from getting pregnant for the first week of taking microgynon. I'd just to be sure that this is all true...I'm terrifed of getting pregnant!! Thanks.