Above all else, it’s most important that you to stay calm if you think you’re going into labor prematurely. (Easier said than done though, right?)
I always suggest creating a BUMP (Baby Urgent Medical Plan) well in advance, so you can follow your pre-outlined plan for just this type of situation. One of the first steps of the BUMP is locating the highest-level NICUs near you, and making arrangements to deliver near there if complications like preterm labor arise.
But whether you’ve put a BUMP into place or not, contact your OB doctor immediately if you believe you’re going into labor prematurely, and prepare to activate your plan, one step at a time.