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Generally you have to wait until you've missed a period, so it really depends on where in your cycle you are. There's some OTC tests that can test earlier (around a week or so before your period), but they're more expensive and I'm not sure they're more reliable. A doctor can do a blood test, but I don't know how soon that works.
I had a close call once, shortly after I had my daughter. My doctor told me to wait at least two weeks from the time I had unprotected sex before coming in to get tested. Although most OTC tests suggest that you wait until you've missed your test. But arizona is right, there are early detection tests that can test up to five days (I believe) before your missed period.