Anyone on progesterone shots?

So I'm 26 weeks 2 days..and have been having on and off concractions for 2 weeks now. They are some that is painless and others that caught my attention real fast. Well I had to go to the hospital to get checked due to these concractions. Well come to find out I've dilated half a centimeter. And was told I can't get the progesterone shots at all now. Because they would do me no good???? But yet I see post all the time of others being on them and they are the same weeks i am or farther along!! I'm so lost and confused why I can't get them. Has anyone ever heard of this? Btw this is my 3rd pregnancy both my others was preterm labor. Last one I had was a 33 weeks.