Progesterone Supplements

I wanted to get advice about progesterone supplements for early pregnancy. I brought them up to my obgyn after my miscarraige (progesterone was 1.6 when I found out I was about to miscarry.) He told me that if I'd like, he could give me a prescription for it the next time we get pregnant because he couldn't hurt, only help. I can't find any bad side effects with using them. I just want to try anything to prevent another miscarraige.

Has anyone ever taken these and feel it helped their pregnancy?