Hi Steph - is this your first try at HRT? Pills can make you feel nauseous at first - it may be the oestrogen rather than the progesterone though. It's advised to try each HRT for at least three months but if the side effects are too bad then you may be better to opt for a patch which isn't metabolised by the liver and so cuts down on stomach problems.
Let us know how you get on.
Taz x