Pulmonary Embolism Support Group
By far the most common form of pulmonary embolism is a thromboembolism, which occurs when a blood clot, generally a venous thrombus, becomes dislodged from its site of formation and embolizes to the arterial blood supply of one of the lungs. Symptoms may include difficulty breathing, pain during breathing, and more rarely circulatory instability and death.

Was the provera the cause of your PE? While many docs think progestin is safer to take than estrogen, both can cause blood clots (which the packaging clearly states). I got my second DVT five weeks after starting a progesterin-only birth control.
For me, personally, I won't take hormones at all, regardless of whether I'm on anticoagulants or not. But, really, it is a personal thing. If you think the risk is acceptable and your doc is OK with it,then go for it. But, I'd make sure you are fully aware of the risks (read ALL the paperwork that comes with the med) before you do.