Jennifer, it's actually the bronchitis (which can be caused by an untreated sinus infection) that can turn into pneumonia. If you don't feel better in a day or two, please call the doctor! I have (unfortunately) had a lot of experience with sinusitis. There were times my ENT had to take a culture to identify the specific bacteria and in turn, which antibiotic would be best to prescribe.
I hope you feel better soon! I know it's no fun.

A bad sinus infection can completely wipe you out!! (Don't forget to drink plenty of water!)