Sad and confused

Background: had an ectopic about 10 years ago which resulted in the removal of one of my tubes. 
I went to the OB last Monday when I was 4 weeks 5 days because of some cramping I was having. OB did an ultrasound, at that time we saw the gestational sac which was empty, she assured us it was just too early to see anything. She had me do blood work and scheduled me to come back for another ultrasound. Last Monday my HCG levels were at 100 something, two days later on Wednesday they went up to 400 something. Went yesterday for an ultrasound, gestational sac is still empty. OB said that the size has not changed since last week and it looks to be irregular. My HCG levels,however, are now in the 4000 range. OB said that with levels that high we should be able to see a yolk sac, she also said that I'm having a blighted ovum. I go back tomorrow for more blood work and then next Tuesday for another ultrasound. At this point I've given up hope. 
Has anyone else ever had anything like this happen?