Why do i still have pneumonia?

I was coughing for 2 months before doctors told me I had pneumonia, then I took medicine and they said it was gone, but I still had the cough. Now they say I have it again, and I never stopped coughing. My brother had bronchitis around the time I had pneumonia, but I was never diagnosed with the same thing he had. What can happen if this doesn't go away? I do not smoke, and never did. I'm only 18 years old, in generally good health except I have Hemoglobin H Disease.