progesterone?? should i?

my Dr has given me the option to either get the shots, every week from 16 wks till delivery or to opt out... both of my other children were technically early, my daughter was born at 36w6d and my son at 37 weeks, neither had complications or small birth weight they are now 9 &10 yrs old.... should I do it? or not? I don't want anything added that isn't necessary... but I've also been diagnosed with early onset gestational diabetes (I'm 11 wks 2days now) so I have a few weeks to decide but I just don't know...