Early birth?

Has anyone experienced preterm birth? I've been in the hospital for 19 days now because I went into preterm labor. I am currently 32 weeks and 4 days. The doctors dont expect the baby to stay put much longer. Im really nervous for him to be born this early. Anyone experience a similar situation to mine? And how far along were you when you delivered?...did it cause any developmental delays in the baby? Any other problems?