Is my recovery after impacted wisdom tooth removal normal?

On thursday I had all four of my wisdom teeth removed. I was prescribed a medication to fight infection as well as hydrocodone to fight the pain, I was told I can take the hydrocodone every 4-6 hours. The problem I am scared of is that I cold packed and them warm packed after the first day and I am still in as much pain today, four days later. I am almost out of hydrocodone and am getting a bit worried. Also, two small threads of my sutures have come out, is this normal? I read about something called a dry socket, is it possible for me to have one of these? The pain I am experiencing is a persistent, throbbing pain in the area of the removal.