Low progesterone

For anyone that has gotten pregnant before &’ dealt with progesterone levels being low I need advice!

I’m almost 6 weeks &’ the past couple of times I’ve went to get my progesterone checked (I go 2 times a week) it has dropped. So today they told me instead of the pills, I’m going to have to do the shots everyday. I’m trying not to worry, but it’s hard! Has anyone been in this situation before?