Progesterone - when to stop?

I'm on my third pregnancy - 2 prior MCs. This time my Dr put me on Progesterone (Crinone) when I went in for my 10 week scan on Monday he told me to stop the progesterone at 12 weeks. I know I should listen to him, but I'm really scared to just stop one day. If you were on progesterone before did you ween off of it or stop "cold turkey"?