Progesterone shots !! Help

Hey everyone, I'm 18 weeks pregnant and my doctor wants me start progesterone shots since my first son was born prematurely at 34 weeks. I'm just not sure if I want to thru this process, it's a weekly shot until I'm 36 weeks and it's not even a 100% chance that it would work it's a 50/50 chance. If anyone has gone thru this please reply, I'm desperate! Let me know of your experiences. Thanks!