I was in the same predicament. My son dropped at 30 weeks (never, *ever* go bowling that far along!) and I went into pre-term labor at 34 weeks. They admitted me and got the contractions to stop for as long as I was in the hospital, but as soon as I left they started again.
I made my doctor check me at every visit. Your doc should not tell you she won't check you if you want it done.
I do want to warn you, in my experience it seems that the woman that are in labor for a long time (like me, and my friend) end up having to have assisted labor! I was in labor for two weeks before my water broke at 36 weeks. After my water broke, it went nowhere!!!! I had to be induced with pitocin (which is miserable) and my friend was in labor for two weeks and her water broke with no progression, and she ended up having to have a c-section!!
Talk about the pits. After being in labor for that long you think once your water breaks it's all gravy and you're going to pop a kid out right away but it's not always the case. Best of luck to you!