Kinda worried!!! First pregnancy

Hello all,
I'm 17 weeks pregnant with my first pregnancy...yay!!! I'm worried because I'm still violently throwing up! I can't seem to keep anything down. I've commented this to my doctor and caregiver, but they said that I have to ride this symptom of pregnancy out. I thought vomiting/nauseous last only in the first trimester. I'm worried that this might affect the baby. I have a docs appointment tomorrow and will be bringing this up again. I also have a cough going, which my doc knows about. Any suggestions? I'm
Still new to all of this. 
Thanks!

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