no! there's nothing wrong with you OR the pills! That advise above is simply rubbish. A lot of women don't get a period on birth control pills, especially a low dose pill like Alesse. It's not uncommon at all, and it doesn't mean that the pill isn't working either. Like with depo, it can just surpress your period. For some women, the hormones just don't trigger a period. As long as you're giving yourself a placebo week, so your body can bleed if it wants, your totally fine.
If you're really worried, you can call your gyno, but as long as you're taking your pills properly, consider yourself lucky that you're not getting a period, I wish mine would go away