This study is a randomized, double-masked clinical trial with two study arms: a daily supplement of Omega-3 capsules containing 800 mg of DHA and 1200 mg of EPA or a daily supplement of a matching placebo. All patients will also receive weekly injections of 17P. Eight hundred pregnant women with a history of previous preterm delivery will be recruited for this study. After successfully completing a compliance run-in, which can begin as early as 15 weeks gestation, patients will be randomized and begin treatment between 16 and 22 weeks gestation. They will remain on study drug until 36 week and 6 days or delivery, whichever occurs first. Blood will be drawn at randomization and at a monthly visit falling between 25-29 weeks of gestation to test for compliance, to analyze genetic polymorphisms and to determine whether Omega-3 affects the production of inflammatory cytokines.