This is what the NICU had me do:
I started out with just pumping. They would give my LO the milk that I pumped in a bottle or a feeding tube (sometimes he was too tired even for the bottle). Then, we replaced one bottle feeding a day with actual nursing. Once he got better at nursing, we replaced another bottle feeding with it. The NICU also started fortifying my bottled breast milk with formula (if your LO doesn't like it, try switching formulas and see if he likes a different one better). Once I got him home, we were doing 3 fortified bottle feeds, and the rest was all nursing. After a week or so, I dropped a bottle, and another week after that, I dropped another bottle. We kept one bottle (but stopped fortifying it with the doc's okay when he was about 5 weeks old) simply so that my husband could enjoy feeding our son at bedtime.
So, basically, work up to exclusive nursing gradually. It will take time, and it will be frustrating, but you and your baby will get the hang of it. There's nothing better than breast milk for your preemie. Even just a little bit of it a day is beneficial. So, even if you do still end up switching to formula, I would highly recommend continuing to pump so that you can at least give your baby a little bit of what my husband likes to call "Momma Good Stuff."