No heartbeat

I went into a clinic to get a proof of pregnancy for my insurance and while I was there I was offered a free ultrasound... Unfortunately during the process, the nurse told me that she didn't see a heartbeat and measuring at 6 wks 4 days she should see one. That was an abdominal ultrasound so she switched to a vaginal one so that we could see things more clearer and sure enough, the baby didn't show any signs of a beating heart. She advised that I follow up with my OB within 3 days and or if I feel pain or bleeding to go to the hospital. I'm so torn, but I dread the thought of walking around with a dead baby inside. Has anyone else experienced this? Should I just go to the ER? I can't get an appt with my OB sooner thanFriday.