progesterone or not?

Chimburi
Hi ladies, 
I need some help. I just did my first <a href="https://glowing.com/glow-fertility-program">IUI</a> this morning. I ovulate on my own and have normal levels of progesterone levels. My doc recommends everyone who does <a href="https://glowing.com/glow-fertility-program">iui</a> to take progesterone from day 3 postIUI till the pregnancy test in 2 weeks but she said its upto me.  I am wondering if i should. I would appreciate your experiences on this. Are there any side effects?