anyone else?

Next week I start progesterone shots.. due to preterm labor at 20 wks with my last delivery. spent 72+ hrs in labor, resulting in me holding my little angel boy for the three hours God blessed me to have with him. he was born perfect, healthy as could be for as early as he enter. problem was with me, not baby, but they could never pin point what went wrong other than my cervix shorten an opened. I am honestly terrified as much as I am excited about this pregnancy. Dr's have a plan in hopes to get me to a full term delivery, bi weekly injection of progesterone. has anyone else had the progesterone shot an what was your experience with it?