Progesterone Injections?

Hi Ladies..I am currently nearing the end of my first trimester with my second child, due February 12th. My first child was born prematurely at 34w due to PROM. My doctor mentioned progesterone injections starting at 16w. I've done some research and I'm not too sure about it. Have any of you ladies had these injections? If so, what was your experience and did you carry to full term? Would you take them again? Just looking for any helpful/useful advice and reviews. Thanks!