Yes it is better to finish 'the month' before stopping the pill, but it may take some time for your menstrual cycle to get back to normal, as the pill acutally prevents ovulation. In my case it was only a couple of months, but it can, and does for some women, take alot longer.
Good luck
You don't have to take a whole cycle worth but it makes it so much easier to date how many weeks pregnant you are if you've taken the full month's worth and had the withdrawal bleed (the period caused by the pill) if you get pregnant straight away. Like lindy loo said though it can take a few months for your own hormones to get back to normal, or sometimes it happens immediately.