I feel your pain, ladies! I had been on Yasmin before for several months with no side effects, so in February I went back on it. I gained about 5 lbs that month, and just didn't want to deal with the weight gain.
So when the month ran out, I stopped taking it. I gained 35 lbs in 6 weeks!!! I changed nothing about my diet and exercise during that time, so I know it was the Yasmin.
Here it is November and I've lost about 7 lbs of it. I can't change calories or exercise too much because I gain 3-5 lbs in a day. All I know is that it will take time for your body to stabilize, so hang in there.
I get so frustrated with drug companies and doctors only talking to each other, and not listening enough to patients who complain of these side effects. My blood pressure spiked from the weight gain, as did my glucose and cholesterol, which have always been low since I was 6ft tall and 155 lbs (now 189-192.) Just keep speaking up!