Interesting, since you mentioned it I googled it:

http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3085268/


Conclusion:

These results indicate that progesterone, when administered immediately after nerve injury, and for a sufficient period of time, can prevent the development of neuropathic pain, and may offer new strategies for the treatment of this highly debilitating condition.

There is much more in the link, interesting reading.