I'm changing Birth Control pills, but because the ones I'm already on weren't right for me, I've already had my period, (a week before I should have). Should I, stop taking the pills all together and wait unitl I have my next period before I start taking the new ones?

When I first started taking the pill the doctor told me to wait until I had my period before I started taking it, but since I'm already on it, do I just go on in to the next pack?