Progesterone Injections?

Hi Ladies..I am currently nearing the end of my first trimester with my second child, due February 12th. My first child was born prematurely at 34w due to PROM. My doctor mentioned progesterone injections starting at 16w. I've done some research and I'm not too sure about it. Have any of you ladies had these injections? If so, what was your experience and did you carry to full term? Would you take them again? Just looking for any helpful/useful advice and reviews. Thanks!

UPDATE: Thank you to all of the ladies who offered advice regarding the progesterone injections! I did proceed with getting them. I started them at 16w2d and stopped them at 35w2d. I carried by baby boy full term to 39w5d! They were successful in helping me carry past 34w and then some! I didn't have any adverse reactions, just pain and swelling at the injection site. There was a little bit of swelling/itchy as well but as I continued to get them, the reactions minimized. I was super grateful and would definitely do them again! I recommend them to any soon to be momma who's doctor has suggested them.