Switching from depo (shot) to the pill

My girlfriend was due for another depo shot November 12. She started taking the pill (instead of the shot) on November 5th. I heard that you're supposed to use additional protection (like a condom) for awhile after she switched to the pill. My first question is how long are we supposed to use additional protection? My second question is why? She's supposed to still be covered by the shot... so she's taking the pill now. By the time she shot wears off, shouldn't the pill be in effect? Please explain... it could be what I heard was bull.