OK, there seems to be some misunderstanding and/or argument about this. Here is what I have gathered... Progesterone is sometimes used in high risk pregnancies - NOT to be confused with Progestin (synthetic Progestagens, which is the class of hormones that progesterone belongs to - they are NOT the same thing). PROGESTIN is VERY harmful to an unborn baby (especially the first trimester)!
******Going off Progesterone (that's the natural one, if you're still with me LOL) during the first 3 months of pregnancy is highly NOT recomended, as it can signal your body to abort the fetus!!!!******
I have copied some sources I found online:
"If you think you maybe pregnant and want the pregnancy, do NOT stop the progesterone until you have done a pregnancy test, as a sudden drop in progesterone levels would signal the body to shed the uterine lining, possibly inducing an abortion. While the urine pregnancy tests you can buy at a drugstore are reliable after day 28 of your cycle, a blood pregnancy test is reliable within several days of conception. (You usually do not need a doctor's prescription to get a blood pregnancy test at a local medical lab.) If it is positive and you want to remain pregnant, you should continure to use progesterone cream to prevent the scheduled menstrual shedding and to protect the developing fetus from early miscarriage. Progesterone should be continured at least until the third month of pregnancy, when the placenta becomes the major producer of progesterone, at which time you can GRADUALLY taper your progesterone supplementation. If blood progesterone levels remain good, you can discontinue it altogether. By the third trimester, the placenta will be making hundreds of times more progesterone than you would be getting with the cream alone."
Here is a link to another similar thread on medhelp:
http://www.medhelp.org/perl6/FamilyPractice/messages/47a.html
Here is an exerpt from Wikipedia:
"Medical Applications:
Progesterone is poorly absorbed by oral ingestion unless micronised and in oil, or with fatty foods; it does not dissolve in water. Products such as Prometrium, Utrogestan and Microgest are therefore capsules containing micronised progesterone in oil - in all three mentioned that is peanut oil, which may cause serious allergic reactions in some people, but compounding pharmacies, which have the facilities and licenses to make their own products, can use alternatives. Vaginal and rectal application is also effective, with products such as Cyclogest, which is progesterone in cocoa butter in the form of pessaries. Progesterone can be given by injection, but because it has a short half-life they need to be daily. Implants, for a longer period are also available. Marketing of progesterone phamaceutical products, country to country, varies considerably, with many countries having no oral progesterone products marketed, but they can usually be specially imported by pharmacies through international wholesalers.
In some countries "natural progesterone" products are heavily marketed, often said to contain extract of yams, with extensive claims and without need of prescription. If they contain any actual progesterone the strength is always considerable lower value than the pharmaceutical products.
Progesterone is used to control anovulatory bleeding. It is also used to prepare uterine lining in infertility therapy and to support early pregnancy. Patients with recurrent pregnancy loss due to inadequate progesterone production may receive progesterone."
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I hope this information helps! If still unsure you should get a second opinion from an ob/gyn.