Progesterone!!

Katie
Quick question for any women taking, or that have taken the progesterone supplement. 
I miscarried twice last year, once in September and again in December. Found out last week I'm pregnant again and I can't help but be scared. I can't lose another baby! My dr prescribed me a 200 mg of progesterone that I'm supossed to insert vaginally every night before bed. Has any one else had to do this after a miscarriage and carried to full term? 
I'd appreciate any feedback to ease my mind.