Just to add that the 3-monthly preparation Tridestra - listed here:
http://www.menopausematters.co.uk/perimeno.php (scroll down) although supposed to be for peri-menopause - can in fact cause breakthrough bleeding if you are very early peri-menopause as it does not shut down your cycle so your own hormones can override the HRT. Not that many women on here seem to take this and from what I recall some have had the problem of much heavier bleeding as the progestogen is only taken every 3 months so the womb lining has longer to build up.
If you go to the home page of the forum and do a search you will find any threads on this.
In your position if you are early peri I would go for Mirena or utrogestan as Dancinggirl suggests, and depending on your age if you are on a medium dose oestrogen, be looking towards a slightly longer cycle if possible (eg 6 weeks) with the approval and supervision of your doctor to minimise the time on the progesterone. I take it vaginally on long cycle (6-8 weeks) but I am on medium dose oestrogen and well post-menopause! This keeps my lining thin.
Hope this helps
Hurdity x