Back when I fed pellets, I had to sometimes buy a different brand, for the same reasons as you mentioned, Lori. I never experienced a problem, but it less than ideal to make a sudden switch.
I think that mykari's suggestion to feed hay in generous amounts and fewer of the new pellets than usual is good advice. You could also buy a bag of large-flake (old-fashioned) kitchen oatmeal to feed with the pellets. It is very digestible. If you feed greens regularly, they can also be used to "dilute" the impact of the pellet change.
Hope all goes well! :good-luck:
What are the two brands? I had to switch between Purina and Shur-Gain here.