dry sex does carry with it a pregnancy risk. this is why it is important ot pt a condom on him as soon as he is hard.
did you use your pills as directed? were you on time, not missing a pill? are you still taking birth control pills? if so, then you won't get pregnant. But that's only if you took your pills as you were supposed to.
now, the other thing you need to be concered about. STDs. And no, we're not gonna let you say, "but we don't have any." That's a bad assumption to make. You and your partner need to go to the doctor and get screen for any STDs, then go get tested again 6 months later to make sure you are clean.
"Go that way really fast, and if anything gets in your way ... turn." Better off Dead starring a teenaged John Cusack.