My period hasn't started yet?

Last month I went to the doctors and saw I different doctor to my regular one. He did a review of my medication and decided to change the contraceptive pill that I am on (for my periods), although I have no idea why he decided to change it. I have taken them for 3 weeks and had my last one on Sunday, but my period still hasn't started. With my previous pill after 2 days of not taking it my period would start. It has now been 4 days. Any ideas what is happening?

There is no chance of me being pregnant as I am still a virgin!