I was at the dentist 2 days ago and had some fillings done on my lower right side.During the anesthesia I experienced sharp pain and after the treatment it was still hurting me,where I got the shot... and since then I feel like I can not hear well on that side.I called my dentist an he said that probably some nerve was touched,and my hearing should get back to normal in 1-2 weeks,to apply heat to the area.Should I worry ?

I wouldn't worry too much about it yet. Do as your dentist has advised and keep him posted.

Well of course we worry, but there is little he could do that would cause any lasting hearing problems.

You can of course see a hearing specialist if you are concerned and since this is not normal to dental treatment, I would expect the dentist to pay for the specialist to check it out.

Personally I would wait for about a week but if no improvement I would be making an appointment

Hmmm interesting... check out this link... I think you'll be fine in a bit though
SpringerLink - Journal Article