Does breakthrough bleeding mean my birth contol pills are not effective?

I've been taking yasmin for 2-3 years and never had a problem. Recently I missed one pill and took 2 the next day, which i've done before, but this time I started bleeding. It's been a week now and it's getting heavier. I wasn't even supposed to start my period until the day after tomorrow. I've been told to keep taking the pills for a month and see what happens, however, i'm just wondering if the pills are still working, or if i should be using another method.