Each child (and baby) develops at their own pace. Because you had a preemie, you have to adjust for age. When your baby is a month old, it is really a newborn (because it was born a month early). So, at two months old, your baby IS two months, but in fact, its DEVELOPMENT is at 1 month. It is normal for some babies to take about 4 months to be able to hold their heads up unassisted. If you are really concerned, a talk with the pediatrician may help.