The "sugar pill" in the bc pills is because they only use the hormones on certain parts of the cycle.... some pill prescriptions would just give you the weeks you needed the real thing, but some people don't like having to remember what day to start taking the pills again, so most of them now give you a pill every day, although some of them don't contain the hormone.
If you are taking the regular pills properly, your chances of becoming pregnant with that episode is pretty slim, although very few methods (other than abstinence) are 100% effective.....