Help! Engagement Ring re-sized and now it's too small!

Give it a couple days. Your fingers could be swollen for any number of reasons (especially in a heat wave!). If it’s still uncomfortable by the weekend, go back. They should be able to do it without adding more gold.

I thought my ring was too small at first too, but that was when I first put it on after the fitting. It fit snug at first, and I asked the jeweler if that's how it's supposed to be, and she said yes, because when you are washing your hands, doing things throughout the day, you don't want it to slip off. After wearing mine for a while now, it fits nicely around my finger, and even created it's own "indent" around my finger where it sits. Also, like PP said, it does depends on the weather, and can swell up your fingers when it's super hot out.

Agreed- wait a few days. Mine felt this way initially as well when I got it resized and now it almost feels too big at times.

I was annoyed that the store person convinced me to have mine made like an eighth of a size smaller than I wanted it to be. (I'm usually pretty clear about what I want, but I don't wear a lot of jewelry, so I figured she knew something I didn't). I'm sure the size I wanted it to be would've fit, but the slightly smaller one hasn't actually caused any problems, so you may want to wait a little while unless it's painful or making part of your finger go numb.
If you do end up having it resized, it shouldn't really cause problems unless you have an unusually delicate setting. Making a ring smaller can be more difficult can make the stones' settings less stable, but adding a small amount of metal to the band shouldn't cause any problems.

I would much rather have to squeeze my ring on and off than have it be loose and slip off and potentially get lost.