Hormones can have that effect on some people. How many months have you been on the pill for? It took me about 3 or 4 months before getting rid of the nauseous feeling after taking the pill.
On the advice of my grandmother (a retired RPN) i started taking the pill at nite, w/ something to eat, and a Gravol (anti nauseant) ... And i was fine.
If it gets worse, or to the point where you can't handle it anymore, you should call your doctor and/or pharmacist and ask what else you can do about it.