I am just over 15 weeks pregnant and having horrible feelings can anyone help?

I am just over 15 weeks pregnant and everything has gone really well so far the only problems i am having and are worried about is that when i sneeze or cough i get a really bad pain where the baby is, but the pain is sooo bad i want to cry and i cant move but it doesnt last long. Another worry is the other night my boyfriend was rubbing my lower stomache where the baby is and i got such a sensitive, painfull and a very horrible feeling suddenly and that has happend twice. Does anyone no if this is serious enough to go to a doctor or has anyone experienced anything like this?