Can Progesterone suppositories cause a yeast infection?

I feel very raw down there and fear that all the moisture from the Progesterone may cause me to have a yeast infection. Does this happen often or could it be that I am just having some other reaction to the supplement? I have also had itchy nipples. I have heard of suppositories that are made with Cocoa Butter. I am wondering if this will help in case I am just having a reaction to the wax. What are your thoughts?