Its likely your period is just late. However, take a HPT anyway to be sure as not protection is 100%. Then if thats negative, see your doctor, and tell him your period hasnt come.
The odds would be extremely slim, but it is always possible to get pregnant anytime you have sex, protected or not. It's also possible you're just having a late cycle or didn't ovulate. While this my not be normal for you, it's quite common in general among women. If you're still concerned, you can take a pregnancy test with first morning urine.