Need advise....

I'm 22 weeks. Last Saturday I went to the hospital because I was having a lot of cramping, they checked me out and found that I was having small contractions, so they gave me a shot to stop them. All week I have kind of had them on and off so they put me on a medication to stop them. Well today I woke up having lots of cramps again and a really horrible headache. Should I go back to the hospital?