I am 39 weeks i need to get this baby out!!?

Last time I went to go get checked I was -2, 4 cm dialated 80% effaced witch I believe was last week I've been having strong pains but every freaking time I go to LD they send me home why?? I got the steroid shot when I was 30 weeks because he wanted to come out early now I'm scared he won't come out and since they gave me nefedipine to stop labor... I'm really scared this is my first baby has any of this ever happened to someone... I just want to hold mg baby boy now ...:'(