I just wanted to add that I finished work at 36.5 weeks, and then was 2 weeks late. It took me about 3-4 weeks to settle in to enjoying being at home, but I promise you after that baby arrives, you wont give a stuff about what those people at work say!!!
It will be all about your little family, and try not to worry about it now. Enjoy your time off, lie in bed all day, read a few books, watch lots of DVDs and just be lazy!!! You deserve it!