Several of the topics here on the boards (
Progesterone and Depression,
Side Effects of Natural Progesterone? and
Progesterone Cream - and probably others) discuss depression and progesterone.
Also, on the Power Surge Recommendations page, Dearest writes (among other things): "Natural progesterone is touted as a remedy for menopausal issues, such as hot flashes, insomnia, anxiety, vaginal dryness, bones, thinning hair, et al. Some women experience adverse side effects, such as depression, irritability and/or anxiety while using natural progesterone (in any modality), but as with everything else, playing with doses may erradicate those side effects. The transcript of Dr. John Lee, provides useful information about natural progesterone."
That transcript is available in the Power Surge Transcript Library.
You also may be interested in Power Surge Newsletter, Issue 13, since it was devoted entirely to progesterone cream.
Best of luck to you.