Been there too ! Not only do the supplements & cold packs help, but so does using a good progesterone cream.
(I highly suggest looking them over carefully to find those which are paraben free, as the ingredient causes an estrogenic effect which we women don't need, as it tends to cause us problems) There are also dietary issues you can look up, but that's a whole other subject !
One thing I will mention to include in your diet is definitely add flax oil & flax seed (ground or whole). I like using the flax oil in my morning smoothies, though you can use either the oil or ground flax seed in salads or over oatmeal as well. Flax seed & the oil need to be refridgerated and you can't heat it up by cooking with it. So think mostly of using it cold.
I've tried a couple different brands from the healthfood store and currantly am using Pro-gest by Emerita. No parabens, mineral oil, petroleum or animal anything. And no
animal testing.
The creams are used in 1/4 to 1/2 tsp amounts into the
wrists, arms, thighs or tummy, generally twice a day for 21 days then stop for 7 days for peri/menopausal balance. Or for help with PMS balance use for 14 days on & 14 off.
Oh, and make sure you can slip off shoes & possibly socks too, during sessions if at all possible, you'll cool down quicker that way ! Hope this helps !