hcg levels at 4 weeks HELP

So I found out this passed Friday that my hcg levels dropped and after 2 scans and nothing being in the uterus my doctor said I miscarried. I was about 3 to 4 weeks.He wants to give me a shot today and I honestly feel like I don't want to take it. If there's nothing in my uterus like he said then why would I need to have this shot?? I'm not sure if he's suggesting this shot for safety reasons but something inside me tells me not to do it. I want my body to do the natural process. I have not bleed since I've been told I miscarried so that also worries me. I also feel fine. I'm not experiencing any pains of any kind. I'm not sure what to do.