Progesterone shots?

Has anyone had there doctor suggest this? My daughter was born at 36 weeks and now they want to give me progesterone shots starting at 18 weeks every week until 39 weeks to keep my membrane intact because my water broke early. She said it was optional but recommended. My daughter came out perfectly healthy at 36 weeks and I suspect maybe by due date may have been off so I don't know if this is needed or not? Anyone else's doctor suggest this after having an early delivery?