Progesterone Injection
Progesterone Injection Not Very Effective
In most cases, progesterone can alleviate depression that accompany PMS, menopause, postpartum depression, etc. (Note: Progesterone is known to have "calming" effect, which can give euphoric feelings. however, Gillan Ford in her book, Listening to Your Hormones describes her experience of progesterone injection not helpful at all with her depression/PMS and that only estrogen's stimulating effect could help her. Elizabeth L. Vliet also describes her estrogen therapy for PMS in her book Screaming to be Heard.
It is unfortunate that they did not know about natural progesterone cream at the time and only tried less effective forms of progesterone supplementation. Dr. Ray Peat points out that progesterone injection was not a very effective way of administering progesterone because of the ineffective or toxic solvent used. Further more, he warns that the brain stimulating action of estrogen can make a woman feel that she has more energy, but this brain stimulating effect of estrogen is damaging to the brain and a possible cause of Alzheimer's Disease.
Progesterone and brain:
Brain is another organ where progesterone is produced. Normally, brain cells maintain a high concentration of progesterone and brain injuries recover faster with progesterone. Animal studies have shown that the levels of prenatal exposure to progesterone correspond with the baby's brain size and learning ability. There are many reports of restored mental capacities in women and men who used progesterone cream.
Progesterone Maintains Pregnancy
A sudden drop in progesterone level results in menstruation or miscarriage and the fertilized egg is aborted. RU - 486 mimics a sudden drop in progesterone level by blocking the progesterone receptor sites.
(Note: A large dose of birth control pills containing synthetic progestins and synthetic estrogen is often used as morning after pills. It's exact effects in blocking pregnancy is not known. One possibility is the toxic effects it has on the ovaries, uterus, and the egg. Both the synthetic estrogen and synthetic progestins used in the birth control pills are toxic and many women experience strong side effects using large dose as morning after pills. Interestingly, the mini pills which contain synthetic progestins alone seem more effective and have far less side effects compared to regular pills which contain synthetic estrogen as well as progestins.)
A person trying to use natural progesterone cream to sustain pregnancy must monitor the ovulation and conception closely and start using the progesterone right after the ovulation, and should not stop until the 
placenta starts to produce progesterone at about the third month. Also, many brands of natural progesterone cream contain herbs, but their effects on pregnancy and breast feeding are not well known. It is best to avoid those products that contain herbs during pregnancy and breast feeding.
Synthetic progesterone (progestins) are NOT progesterone
Synthetic progestins (e.g. levonorgestrel, medroxyprogesterone acetate in contraceptive and HRT pills) are different from natural (human) progesterone in their molecular composition. Synthetic progestins perform some but not most of the functions of natural progesterone. Birth control pills and Provera contain synthetic progestins, and are frequently prescribed for miscarriages, irregular or heavy bleeding, and various pre and post menopausal symptoms. Synthetic progestins come with along list of side effects and health risks , many of which are serious (see pages 86-88 of Dr. Lee's book). Oddly, many doctors seem to have mistaken belief that medroxyprogesterone acetate (Provera) is identical to human progesterone. Natural progesterone cream is the best source of progesterone supplement and readily available. There is no reason to use synthetic progestins.