Hey Penelope,
I think it breaks down like this...(a) some of us cannot take progesterone of ANY kind EVERY DAY. (b) some of us cannot take SOME kinds of progesterone everyday or on a cycle because they just don't agree with us CV at all (c) some of us can tolerate a certain type of progesterone on a cycle or for the shortest time possible, because they are more manageable than others.
There are lucky people who have no problem with progesterone whatsoever but you don't usually find them here!!!

It may well settle after 3/4 months and you are not there yet but it may also be that you will need to work your way through them and see which one suits and how best to take it for you.
By rights I should be using utrogestan everyday... but I can't do that, it messes with my head and because it is a separate dose rather than a combined pill I can choose to take it for 12 days in a month only.
As Taz says Kliovance contains the synthetic progesterone Norethisterone and it appears from anecdotal evidence on the forum that it is one which is well known to bring on depressive moods and so it might be you are susceptible to that when you are taking it in kliovance? xx