What kind of symptoms are you having? If you are having more than six contractions in an hours it may be a good idea to head to the ER, but if your dr isn't concerned about it may be best to just take it easy and follow his instructions. Do you have an appt set up with your Dr? i went into preterm labor at 33 weeks and really all i had to do was be put on steriods to stop the contractions and stay on bedrest until I was full term. It is different for everyone though so if you are too concerned be sure to see someone about it. You can never be too safe...
I would go to the Er and have them check you out, just to be on the safe side. I hope that all goes well =0)