Progesterone....

My OB just called. Last week I had an appointment with her (16 week check up and all) and we agreed to have my progesterone levels checked, as the head OB wants me to receive Progesterone injections.  My progesterone levels are normal, but after talking with the head OB for the practice they decided that they are not really indicative of whether or not I will deliver early again, and they are recommending I begin progesterone injections. I'm not against this (as of right now), I just want to make an informed decision...

Some background...
My son is turning 2 tomorrow. (Holy freaking COW!) I delivered him at 35 weeks and a couple days, after my water broke spontaneously in the night, starting my labor. (zero contractions prior to water breaking) He was delivered 8 hours later, and spent 12 days in the NICU with breathing issues. I had no factors that indicated I would deliver early, I had a completely healthy and normal pregnancy. The only potential factors would be stress (our home foreclosed, I delivered 2 days before we were supposed to be out) and he was born with a lung infection - unknown if labor was caused by the infection or if the infection was caused by the rather quick labor.

I'm currently 17 (nearly 18) weeks pregnant with our second child. My OB is suggesting that I start progesterone injections, and mentioned there was a study conducted that clearly showed the benefits of progesterone injections, usually started at 16 weeks, in preventing preterm labor in subsequent pregnancies - I had asked for literature on the subject to help with my informed decision. I'm currently looking for this study, she could not recall the name off hand. The shot used is called 17 hydroxy progesterone. She is recommending that I choose to take the injections, and that if she had previously delivered early she would take them hands down. She says they do not hurt the baby. She is supportive and understanding of me wanting to do my own research to come to an informed decision before moving forward.

Alternatively I can choose to have my cervical length checked routinely starting at 28 weeks, and begin vaginal progesterone at that point (I believe if needed, but potentially regardless of the outcomes - it was not clear during the conversation).

Of course, there is also the option to not take the progesterone.

I'm wanting to find out if there are any side effects to the progesterone injections, and if they can harm the baby or Turtle-Love since he is still nursing. I also want to find out the pros and cons of waiting and having my cervical length routinely checked....

Let the research begin!