Jack Russell Sickness?

Question
I have a 4 year old Jack Russell, male.  Lately he has been having a lot of changes.  We first noticed some blood in his stool a few weeks ago on the same day we noticed this, he also began throwing up.  We took him to the vet and they gave us some medicine saying that it could be allergies.  It has been about 2 weeks now, and the symptoms are still present.  We have also noticed that he now eats more food.  (He used to eat a cup a day, now he eats about a cup and a half.)  Another symptoms that has appeared is that his body will begin shaking all over for now reason.  Have you seen this before?  Any advice?  Should we take him back to the vet?

Answer
I'm sorry it took me so long to answer, ALLExperts had to email me to tell me that I  had 6 unanswered questions!! Something is wrong with the service and I am just receiving them now.
In answer to your question, YES YES YES. Take him back to the vet!! To tell you the truth, I've never heard of a vet diagnosing a dog with ALLERGIES with blood in their stool!
It sounds to me like he has worms. There are so many types but hook worms make dogs bleed internally, round worms and all worms cause diarrhea, heart worms make dogs choke, all worms are TERRIBLE for dogs. Bring in a stool sample and make them test it. They are easily cured but need to be diagnosed first. I hope they get to the bottom of it quickly. Don't leave until he has a thorough examination and testing done. Hopefully he has been on HeartGuard and Frontline. Good luck!!