Confused (am I really not getting it?)

I made an appt with my dr yesterday bc for the past two weeks I've been having sharp cramping that really hurts at some points. The other day I was on the verge of tears and just decided it might be bad ovulation pain. My plan was to ride it out until I got my period. Also, I have PCOS, so I was thinking possible cyst. But yesterday, my doc used a urine pregnancy test that came back positive. Where I'm so confused is that I tested on 2/25 and my period arrived 2/26. We were so disappointed (and tired of trying), that we've not slept together since. But now the dr says I'm 3-4 weeks pregnant? I feel stupid, but can someone explain how this is possible? I'm trying not to get too excited--at least until 4/14 when I go in for my first official appt. thanks!