If you are certain it is still there, and have said so to the doctor, it's surprising that he didn't take more action to remove it unless it's something that will naturally pass on its own (like, something small and rounded). If you have the doctor's name, call in and ask for him to call you back, and if he does, ask why he just sent you home.
I would say from the doctor's response, you may not really have anything in your anus?