Hi,
With my first, my water broke at 32.5 weeks and my baby only spent 2 weeks in the NICU so I was lucky. I went into labor at 28 weeks (really 27 weeks, because I never knew what a contraction was like with the first baby so I didn't know I was having them) and was on strict bedrest for 8 weeks and had him just shy of 36 weeks. But he didn't need to stay in a NICU. He got RSV when he was 3 months old, though, so that was a picnic.
I have a support system of friends around me but not family. DH's lives 7 hours away, and mine 2 hours, but my parents still work and my sisters work and have their families so no one could come down much.
With my first son I handled it very well until he was about 8 weeks old and it all hit me like a brick. I managed to learn to breastfeed with both after all the pumping (PM me for info if you need help) which was a major step and I was proud of myself, but at the same time no-one can take over the feeding for you, so you are up all the time (although my DH would sit up with me, God Bless him). But that alone caused me so much stress and tears. I was fine until DH went back to work and the world fell apart. Some days he would go to work and I would be all alone and I would cry. Some days he would call me and say, "I'm going to stop at Walmart on the way home," and I would tell him "You can't go today, you need to come right home." By the time my first son was six months I knew I had a problem but I didn't go on antidepressants because I was nursing. I remember I could overhear our neighbor's baby on the monitor. He had colic and would cry all the time - I had the best little baby in the world. I was so frazzled and I knew I was and that I shouldn't be, and I looked at my little guy and said, "at least you're not doing that." I was also losing weight uncontrollably from the nursing. It burned so many calories I was anemic and weighed too little. Then I was still nursing when my son was turned 12 months old and I got pregnant again, so I didn't do them again. I was determined to nurse again so I did, but this time I watched my diet better. I lost weight no matter what I did but I wasn't anemic.
Your babies take longer to do things. My children didn't hold their heads up until they were three months old. My second son didn't roll over (I'm not kidding) until he was 8 months old, and then he sat up by himself at the same time. My first had to take his hearing test 3 times before he passed it, so we were worried he was deaf. You read about all the brain damage that premature babies can have but you won't know if they have it for a year because there is just no way to know (I know preemies that have had 3rd degree brain bleeds that are fine in adult-hood, by the way.)
I think in retrospect I was going through some sort of post-tramatic stress syndrome, and was unhealthy to boot, but I didn't know it at the time. All I wanted to do was run away. I tried explaining it to my husband but he was clueless. He basically just asked me if I was going to take the kids with me (implying I was a bad mother if I didn't) but I told him we would have to split custody becasue if I had full custody it would defeat the purpose of running away.
You are at a very difficult period of your life. Honestly, it is going to get better. Try to make it through the next year. I did eventually try antidepressants, 2 different ones, when my second son weaned, but they didn't help much and they also made me lose weight uncontrollably (believe it or not that's a side effect on their packaging - that people have been taken off it for uncontrollable weight loss). Find solace here if you can, or on Babycenter.com. Read
http://www.askdrsears.com for info on nursing, and on parenting in general - that website says everything in his books, except for free, and even has doses for over-the-counter medicines at young ages (very helpful when your kiddo gets an ear infection over a weekend and needs tylenol.)
It's going to get better but try to look at the long run. It's near impossible to do when you are in it but I'm so glad I did. I have a wonderful family and two beautiful boys.
Except now my DH won't have any more kids because, "I am too high risk." I keep bugging him for a third saying, "But they came out so well!" but it isn't working. Probably because he'd have to take care of both while I was on bedrest, LOL.
(See, I can even joke about it now!)