Preterm labor at 34 weeks.

Went into preterm labor Monday night but was sent home by the hospital in my home town... Woke up Tuesday morning and knew something wasn't right, went back to the hospital that evening w/ contractions every 3 minutes, the hospital I was at couldn't get my contractions to stop and I was dilating with them. Due to me being only 33 weeks & a few days at the time I was sent a hospital 2 hours away where they continued to try to stop my contractions, I had two steroid shots & three bags of magnesium. The magnesium wasn't successful at stopping them completely but did help slow them down to where they wouldn't dilate me anymore. Has anyone ever went into preterm labor and was back again not long after being sent home?