I've been losing my mucus plug since 36W, I'm now 40W and still losing it slowly, so it can take a long time. Unless your cramping starts coming and going, going to your back (in a regular, timeable pattern) or you get painful contractions/your water breaks, it's not necessary to go to the doctors. You can still work, the more active you are, the better chance you have of dilating more, and losing more of your mucus plug & getting started with labor sooner!