GLK, These things are better dealt with before you have sex. Many possibilities exist, birth control pill, ring, condoms, and abstaining from sex.
Once you had sex, you can try to prevent pregnancy by using the morning after pill/emergency contraception like Plan B as soon as possible (no later than 3 days after however).
Once you are past that point, you are pretty much in mother nature's hands. and you can not stop it and Mabel suggested the options to you.
Termination (or abortion as it is also known) can be traumatic both physically and psychologically. You can also decide to go ahead and carry the child to term and give it up for adoption or keep it. It is however a private decision that needs to be made between you and your doctor. The sooner you do it, the better. If you re under age, it is of course no longer a private decision and your parents will have to get involved.