progesterone supplements

Had my confirmation appointment today 5w2d. After my daughter we've had 4 MCs one a blighted ovum but no one knows why. Today they're starting me on Progesterone, took my blood and checking again in 2 days. 
The good news? I don't have to wait until week 8 - I get an early US next week!
Anyone else getting special treatment this early (as if the pregnancy symptoms weren't bad enough)? Any Progesterone experience?