Oh that's terrible. Do you know why that happened??

IUD's are really effective (as effective as sterilization), and the non-hormonal ones work differently than any other kind of birth control so you might have better luck with that. I'd ask the doc about it. Otherwise there's always good old condoms and other non-hormonal types, if you think you aren't reacting to the hormones in the right way.

It's not that you're immune, because your own body produces these hormones. It's just that sometimes they don't work on all women.

Yes, there are many non-hormonal options! IUDs, diaphragms, condoms, spermicide, etc.