Makena/progesterone shots to prevent preterm labor?

Katie

I had a 25 weeker during my last pregnancy, and they couldn't find any reason for my preterm labor. My doctor suggested I do weekly makena injections starting at 16 weeks. Has anyone else gone through this before? I just read a study from October of last year saying that makena does not prevent preterm labor. So I'm unsure. What side effects did you have with the shots?