Have you taken the pills properly as directed? (at the same time EVERY day, not missing a pill etc) If not, then that would most likely be the reason for your period being late. I do agree, very unlikely you are pregnant.
Other things that can delay a period is stress, weight/diet change, hormone imbalance (this can be from the pills) or some medications you are on, having a virus etc. Worrying about it being late can only delay it more so try and relax, it will show up.
You need to take a pill every day. If you miss a day than your body will get confused and start to act strange. If you're really concerned than see your GYN and she'll probably give you a pregnancy test.