I did suppositories during my IUIs and the injections during my IVF. My RE follows this protocol to build up what the body may not be producing on its own. I started injections the day of my retrieval and stayed on them until week 6 then switched to the crinone until week 9.
Progesterone suppositories is actually a bit of a controversial topic amongst Dr's. There is no real scientific proof that it will help prevent miscarriage. That being said, it won't hurt anything either, so many women who have a history of a loss will be prescribed them. They can also be taken orally, as was the case with me.
Progesterone will help support a pregnancy. Some women do not have/make enough progesterone and therefore need supplements. I had to use them when I went through IVF, because my body did know I was/could be pregnant, following the embryo transfer.