Progesterone shots


So yesterday I went and had a ultrasound, at 12 weeks and 6 days, and during it the tech caught me having Braxton Hicks. She suggested I drink more water. Then the doctor came in and suggested I take progesterone shots. Due to the fact my first baby was a premie at 36weeks due to a UTI. I would like for your in put on the side effects you’ve experienced with it. And if possible has this prevented premature labor and delivery? Also because with my first as soon as contractions started they gave me steroids to stop them and prevent early delivery. But that did not work what so ever. I feel like that made me go in to labor and dilate quicker.