Quoting Cassi♥DLK♥:" I have no idea. I just know that I went into preterm labor with my two oldest at 35 weeks and it was ... [snip!] ... I've been told by a few doctors that all 3 of my kids are considered preemies because they were all born before 38 weeks."
Generally, anything before 37 weeks is preemie (so 36 weeks 6 days and below). Also, LOTS of places wont even try to stop labor at 34 weeks or more along.
If the problem is your water breaking there isn't a lot they can do. You could try bedrest at that point (say, 34 weeks), but most of the things they do to help prevent preemies are often stopped at 34-35 weeks. There are risks to them, and the risks to a 34 weeker even are not that great really. That isn't to say there aren't some, but there are not as many as a lot of the meds and stuff to stop labor.
My first was a 27 weeker, so I know what I went through with my 2nd to keep him in till term. It's rough, and there are risks to it all.