I think you should go to the hospital or the OBGyn right away to get checked. It could be nothing, but ask them to do a test called the fetal fiber nectan (sp?) test. If it comes back negative you are almost 90% guarenteed you will not go into preterm labor. But if it comes back positive you should be on bed rest and have the test redone every two weeks. I lost my mucus plug with my first at 33weeks. I was 50% effaced and 1cm dilated the next day when I went into L&D. The resident did the FFN test and it was positive, but they didn't tell me that I should be on bed rest or was at risk for preterm labor. I had the baby two days later.
When I interviewed new doctors before making the decission to have a second child every one of them was horrified with my story and told me I should have been on bed rest the second they found out that positive result.
I don't want to scare you, but it is better to be safe than sorry. Like so many of the other women have said it could be nothing and your mucus plug will regrow. But I'd rather have that reassurance from the OBGyn then just hope that is what will happen. Request the test. Good luck, I hope everything goes well for the rest of your pregnancy and that you have a happy healthy baby.