My mother had 3 healthy pregnancies, then 3 miscarriages in a row. After the 3rd miscarriage her doctor told her that she had low progesterone and that, if she were to conceive again, she could take supplements. Baby #4 and #5 were carried to full term and my mother was on progesterone from her first positive pregnancy test with each.
When I was pregnant with my first child, I too had very low progesterone. When I told my OB my mother's history and requested progesterone supplements, she told me that a) my mother's history had nothing to do with my pregnancy, b) there was no proof that supplements worked, and c) the numbers were so low it was probably indicative of a genetically unhealthy baby and I should prepare myself for a miscarriage. Luckily for me my hubby is a physician (and was with the same medical group that she worked for) and he got on the phone with her and told her that if she didn't call in the scrip for me, he would do it himself. She did call in the scrip and I do now have a healthy 3 year old boy.
Who knows if all 3 successful pregnancies were just coincidentally ones where my mother and I were on progesterone, but since there are no significant side effects, I would demand progesterone if you have any doubt. Good luck to you!