Preterm births, defined as the delivery of a baby less than 37 weeks of gestation, are responsible for the majority of neonatal mortality and morbidities. Studies have shown that a number of risk factors, including never having a baby before and having a short cervix are associated with early delivery. Recently the NICHD did a study in women who were pregnant again after having delivered preterm. It showed that giving 17 alpha-hydroxyprogesterone caproate (17P) medication during pregnancy decreased the chance of delivering another preterm baby by 34%. This placebo-controlled randomized clinical trial will address the primary research question: does treatment with 17P initiated before 23 weeks of gestation prevent delivery prior to 37 weeks in nulliparous women with a singleton gestation who have a short cervix?