If you're careful and have protected sex, the chances of getting pregnant are slim to none.
I used to do the same thing, My boyfriend and i would be so careful, and i felt everything was fine, but come time to start my period and I would get anxiety about it, which would only make it worse. I would also recommend getting on the pill. I did, and now i have no more worries.
More than likely it is all the worry you put yourself on...A suggestion get on the pill or patch--at least you can then time your periods.. you will know when it is supposed to start and end and even have another form of birth control.