Did you follow all of the instructions? If memory serves, you have to insert it about 30 minutes to an hour before you have sex for it to be completely effective.
Are you thinking of going on a more reliable form of birth control soon?
And, in the future, if you are worried about the possibility of pregnancy, go and get emergency contraception.
Also, the "pull out" method is a horrible way to try to prevent pregnancy. Before a man ejaculates, he secretes a small amount of pre-ejaculate. This liquid clears his urethra of acid that can build up from urination. This liquid is usually clear and doesn't look like semen but looks can be deceiving. Pre-ejaculate
can have some sperm in it and you can get pregnant from it.
Do all condoms irritate you, or is it just latex? They do make lambskin condoms if you are allergic to latex. This would give you extra protection against pregnancy because it works as a barrier but it wouldn't give you any protection against sti/std's.
You can also buy the sponges from any store and use them with vcf. This would be doubling your methods and would be a bit safer.
You can also talk to you doctor about the possibility of a diaphram or cervical cap.