The pills can do either depending on the person. If you think you might be vomiting the pills back up (if it happens within 2 hours after taking the pill), definitely consult your doctor. But that kind of nauseousness IS normal during the first pack, and unless it's really a problem or isn't improving at all, I'd suggest sticking it out until your first pack is done.
If you're still vomiting during the second pack, definitely see your doctor. Your doctor may need to give you a pill with lower doses of estrogen. However, I've actually known someone who was never able to stomach the pills, and even after 3 or 4 packs she was still vomiting. My best advice is to go by how you're feeling - if the vomiting is too much for you, see a doctor. If you think you can wait until the end of the pack, then do so.