Whatever is mentioned above by Mr. Korgaonkar is absolutely correct, but your contribution to EPF along with the employer's contribution will get transferred to your new EPF account if you change employment where EPF is applicable. You are not going to lose the money. In case you work in an establishment that is not covered under EPF (very unlikely), after two months, you can apply for a refund of EPF withdrawal benefit. Please refer to the EPF and MP Act, 1952, for details.
Regards