Should I worry about Alzheimer's if my grandmother has it?

Possibly . There is some genetic risk in late onset disease and high increased risk in early onset disease. To decrease risk, exercise regularly, maintain an active social life, keep learning new things and take good care of any health conditions you may have.
Not really . . . While there is a genetic link to some forms of (alzheimer's) dementia, those are pretty rare (unless you live in medellin, colombia). There is an autosomal dominant form but then just about everyone in your family would have dementia w/o skipping a generation. But rather than worry, we recommend staying healthy physically & mentally as best way to lower your risk.