Studies have shown that women who are pregnant with twins are more likely to deliver their babies preterm (more than three weeks early), compared to women pregnant with one baby. Babies born preterm have a greater chance of serious long term health problems. A short cervix (the lower narrow part of the womb) is more common in women carrying twins. Women who have a short cervix are more likely to deliver their babies preterm. The best treatment for pregnant women with twins, who also have a short cervix is unknown. Some studies have suggested that placing a pessary around the cervix or using progesterone may help prolong the pregnancy. The purpose of this study is to find out whether a pessary or vaginal progesterone lowers the risk of premature birth in women with a short cervix and a twin pregnancy.