I agree with emma, most babies have sleep issues or any issues for that matter. Was this your first bubba?
My baby were born 33/34 weeks and were in the NICU for almost a month. I don't think about that time anymore now. Like Sally said, you tend to "forget" when they start doing interesting stuff. DD is on the verge of starting to walk and are pulling herself up on anything she can get hold off. When I do look back now I am in awe of this little mirical of mine.
I also think that if you feel a bit overwelmed - that's normal. I had a "break-down" about two weeks after dd got home. Time caught up with me then and it was just a tad to much. I had a good cry and DH took me out for dinner (left dd at my mom's) I felt better. So I don't think it's weird that you are not yet "ok" with the whole experiance of giving birth to a prem. Give yourself time and if you feel that you are not coping, go see a dr about PND. PND is not a crime and does not make you a bad mommy
XXX good luck