E.J.
Like you, my oldest son was born prematurely at 34 weeks and stayed two weeks in the NICU. My doctor advised me to take the progesterone shots with my second. My husband went with me to the appointment with the first shot at 16 weeks and the nurse trained him to give me the shots. He gave them in my hip until I delivered at 36 weeks. I didn't have any side effects except soreness. I felt that I was doing what was best for my baby.