Small for Gestational Age

So I went to the doctor yesterday for my 3D/anatomy scan for baby. I'm 33 wks tomorrow and they told me baby weighs 3lbs 13 oz. They said he is small for his age and want me to come back for a non stress test and a week later for another ultrasound to see if he is starting to gain weight. If not I'll be delivering at 37 wks. Anyone have an input on this? I'm really worried about him now...