I don't know about premies, but here's some general advice, and you may already have been told this:
Lay her to sleep on her back or side, not her stomach.
I would also suggest using a sleep sack instead of a blanket at night(it's like a sleeping bag that they wear- you can find them at Babies R Us-when you use blankets you risk it getting up around her face)
Don't let anyone smoke around her.
You may want to take the bumper pads out of her bed and use a breathable bumper if she sleeps in her bed at night. When I checked on my son one night, he had rolled over and had his face down in his bumper pad- it scared me and I got him a breathable bumper instead. I use the other ones now that he's past a year old; I'm not as nervous as I was. I'm not sure where you can find a breathable bumper because my sister-in-law gave me hers, but you can probably go to Google and find it.
Talk to your baby always, sing, and read books.

How big is your baby now?