Did they give you a blood HCG before they prescribed the medicine?
My experience, I was given medroxyprogesterone to induce my period as well, and I didn't start bleeding until about 2-3 days after finishing the 10 days. However, this is my third time taking it, and I actually started bleeding about 8 days into it this time. So it may differ!
It probably wouldn't hurt just to give your doctor a call though, and just tell them it hasn't worked and you feel nauseated. They should be able to take it from there. Good luck!
I agree with JD. Call the doc. At the very least they can prescribe medicine for the nausea. But it can take several days for your period to start. From my experience, it was 7-10 days.