It happened to me six months ago, too. The first year of taking the pills was fine, but later, side effects started to show up, and even after I told my doctor about it, he didn't prescribe a change of medication. Dry skin became an increasingly intrusive problem, and I ended up with eczema. I...
If your doctor doesn't listen to you, you should definitely change your doctor so that you don't have to go through this torture again. That's probably the best advice.