Am I supposed to make my own prescription?

I was using prometrium vaginal suppositories but my doctor changed it to a compound prescription because it was a little cheaper. When I went to pick it up, I asked the pharmacist what the difference was and she said there is no difference. I took it home, and it has 2 bottles, one of which it says to melt in the microwave and then dump the bottle of powder in it and mix it up then pour it into a mold and refrigerate. I followed the instructions and it wasn't that hard to do, but it seemed really weird to me that I had to mix it and make them myself. Is this normal to get make-your-own prescription kits?