Help! Progesterone shots

Is anyone doing progesterone shots? I have been doing them for about 3 weeks every day now with a frozen IVF cycle and over the last 5 days or so have been starting to get really red and itchy the next day. At first I thought I actually had mosquito bites as that's what they look Iike and felt like and because the shots didn't do that before... But as the week has gone on im realizing it's from the shots and I am getting more and they're soooo itchy! Is this normal? Has anyone else had this?