Holly, there are a few people on the board that give their pups Sentinel. It is a flea/internal parasite/heartworm preventative.
The idea that small dogs are more susceptible to infection is NOT TRUE, in fact it's probably opposite since mosquitos have a higher probability of landing on a bigger surface area like a lab or Great Dane. However, what IS true, is that if a small dog is infected, it has a higher chance of heart failure because the number of worms required to grow into the caudal vena cava and cause sudden death.
Heartworm preventative is only required if you are in an endemic area or traveling through one on a normal basis. Check with your vet about this.
If you don't like the idea of oral immiticides, you can ask your vet about topicals like Revolution.