Did they perform a transvaginal ultrasound or was it just a regular ultrasound above your belly? I know in the early weeks you can't see anything through a regular abdominal ultrasound, it would be nearly impossible. But I found out I was pregnant at 5 weeks 2 days by a transvaginal ultrasound. It was still very small to see even then, but they were able to see the sac. If they didn't do a transvaginal ultrasound, I'd consider finding a new OB, or call to ask them why they didn't since you're so early. Just let them know of your worry and want to make sure everything is ok.