changing your pill when you start your period shouldnt cause cramps as most GPs will tell you to start it straight away OR when your next period starts.
I dont mean to be nosy But is microgonon the only pill you have ever had?? If so it might take your G.P a while to find a pill that is right for you!! In the past i thing i have had the full range of the "pill" until i found one that suited. with certain pills i got constant headaches then some the bleeding was so unregular ect its just a case of trial and error as everyone reacts to different medicens differently. my GP advised me when he changed the pill to try it for at least a month to get it full into your system.
However the pill doesnt always agree with people have you tried any of the other methods??? injection etc