41 weeks pregnant. Having contractions but checked at weekly appoint today and no dilation. When do I go to the hospital and demand something be done?

May request now. Talk to your OB provider about scheduling induction.
When uncomfortable. If you are really getting uncomfortable you ought to be at least monitored for a while to confirm that everything is OK. If your water breaks or you think your water has broken you should be checked. A good rule of thumb is to wait for contractions that come at least every 5 minutes, last at least a minute, and keep coming for an hour. At 41 weeks they are unlikely to let you go much longer.