4 weeks pregnant and cramping, please help?

Ok, I'm now 4 weeks pregnant and I have been cramping, a bit like period pain, for the last two weeks now. I have had no spotting or bleeding. Last night I went to my doctors to register the pregnancy and she told me I was to go back in a couple of weeks time as I had mentioned the cramps to her and her words to me were that cramps are the first sign that you'll miscarry. I am now petrified that I'm going to lose the baby. Can anyone let me know if these cramps are normal so early on in a pregnancy and what's causing them. This is my second pregnancy and I never got cramps with my first and I've never had a miscarriage. Please help as I'm stressing out :-(