Problems with new apartment and the landlady is never there?

We just moved into a new apartment that had originally looked nice and it was rent controlled. But withing a day of moving in we found the place was infested with roaches! I mean we hadn't even brought in any food and all our stuff was in boxes still. We did not have roaches at our last apartment. We never had roaches in the past. We complained about them fisrt thing Monday (since the office was closed over the weekend) and she gave us some pellets but the infestation is huge and its not working. I gave her a written complaint and waited three days for something to happen. On the tird day the office was mysteriously closed. Now its Monday and the office is supposed to open at nine but its almost noon and no sign of her. Its like she's avoiding us. But I am pregnant and have small children and I will not live with roaches they are dirty. What can I do besides call the health department?