Welcome and Congratulations!!
I'm on progesterone as well. My doctor doesn't like the progesterone tests because he says that the numbers can vary wildly from one day to the next, so he put me on it just to be safe.
I know how you feel. Even though I've had two ultrasounds and things couldn't look better, sometimes I find it hard not to worry about miscarrying. Each week it gets easier to believe that things are going to turn out alright though.
I have a co-worker who lost two pregnancies. Once the doctors found out it was due to low progesterone, she started the shots and went on to have a perfectly healthy baby.