sex at 35 weeks pregnant

Hey guys so I'm due in May, I'm currently 35 weeks pregnant with a boy. At my last appointment I was told I was 1cm dilated and the doctor even felt my baby's head. My worry is me and SO just did it, he was easy on me but I'm cramping now. It's nothing unbearable but do you think having sex can put me in early labor? I don't want that, I told him to use condom until I'm 38 weeks pregnant. Oh and I'm currently in school so I don't want baby coming before my finals.