I had progesterone shots from midMarch until midMay as part of my IVF procedure. I have to warn you that it is thick stuff and hurts pretty bad. I got more used to it by the end. My husband had to do it for me because I just can't see back there. I didn't know that they did this also later in multiple pregnancies. I'd hate to go through those shots again. Sorry. Not to scare you :(
I'm just about 27 weeks with my two boys and I've been getting the shot for two weeks now because I have a funneling cervix and they are concerned about PTL, they actually give it to me right in the doctor's office every week and so far so good, my cervix has not gotten any shorter and my boys are both progressing wonderfully.