Pulling Out

My boyfriend and I had sex without a condom, but he pulled out and put one on before finishing. Both of us were curious about how it would feel, and we have done this a couple of times, but now I'm worried that that could lead to unwanted pregnancy?
(To clearify for those replying, I recently started taking birth control, but I haven't been on it for very long at all, which was the only reason it was a concern.)