Should I worry?

Dr wanted me to take progesterone pills because my levels were low. After a few days of taking them I became extremely nauseous because of them. I called and talked to my dr and she now wants me to come in Monday for blood work again and my ultrasound instead of waiting til the 29th. She said I can stop my progesterone until then (I've already haven't been taking it for two days now due to being so sick). Should I maybe to be on the safe side take a pill again tonight? Should I be worried for my baby? This is my first pregnancy and I would die if something bad happened..