How to treat my pneumonia cough?

I have had pneumonia for about a week now, and it started with an extremely high fever, severe headache, shortness of breath, and a cough. My doctor gave me antibiotics and I'm on my second to last day with them. All of my symptoms have gone away except my cough which in some ways has gotten worse and other ways better. There isn't really much phlegm at all anymore, but I can't stop coughing and its much more frequent than before. Is this normal? Do I need to go back to the doctor?