What if you have a miscarriage?
You should go see a doctor; if the miscarriage is incomplete or there are complications, you have infection & other medical issues to worry about.
Is it still a miscarriage if you habe a miscarriage but the baby is still inside you or is everything okay still?
It's not risky, it just depends on what caused the miscarriage, what was performed for the miscarriage and how far a long you were when you had the miscarriage. I am four months pregnant after two miscarriages and everything is going great. Check out this article for advice on trying to conceive after a miscarriage: http://www.associatedcontent.com/article/752151/resources_and_ideas_for_those_trying.html