Bad News Today-Cervix Thinning

I went in for ultrasound today and my Dr. Says my cervix is thinning. Shes sending me to triage to see if I'm getting contractions, putting me on some medication, giving me steroids for baby's lungs and putting me on bedrest for this whole week. I just had the worse experience of my life with my last baby and had her at 24 weeks. She only lived 2 months. I'm 25 weeks and baby is doing good but I'm in tears and so scared right now. She said that it doesn't look bad she just wants to take precautions! Has anyone went through this?