the system doesn't automatically transfer you to NS from PPS - you have to apply for the payment and go to the appropriate interiews. you can apply for NS ON your DD's birthday (and i suggest you to do so - otherwise there will be a break in payment) - if all the requested information is provided and the interviews completed within two weeks, you will have no gap in payment

you are sent warning that your payment will cancel for ANY payment that is ending due to child age. IF you are working and earning over the income thresholds for NS, then there is no need to apply for NS - if not, you are forewarned. if you didn't receive advance warning and only got the letter four or five days after it cancelled (and you didnt' know to apply on DD's birthday and were left with a gap in payment) you'd be mighty peeved (well, i would be!). forwarned is forearmed and all that jazz...