Came back from the vets, who's just done all my dogs nails. I've just had a look at them and they look extremely close to the vein to me... I've always thought you had to leave a bit of nail there but these nails are so short they look almost all red.

Should I be worrying or not?

It's good to take the nails back as short as you can without actually causing them to bleed. Ideally when the dog's standing on a hard floor its nails shouldn't touch the ground. Sounds like your vet's done a good job!
:)

Yep most vets say the nails are fine when they are way too long.

Thanks, I didn't know whether to worry or not, its just that when they are cut so close to the vein, if the dog walks a lot, will the nails not wear down until they bleed?

What will happen is the wien will shrink back further.  that is why a dog who has very long nails cannot simply have all the excess cut off at once as the quicks may well have got long.  You need then to take a biot off at a time say once a week.

In some breeds they keep the nails ultra short for the showing and this is done by training the nails back by doing them every week.

My freinds Dobes nails are really short keeping the foot neat and also you don't get that clicking when they are walking :D

No, the quick will shrink back and so next time the nails can be taken that little bit shorter. Think of how short a person's nails are if they bite them.
:)