If I understand your question correctly; you already diluted in sterile culture medium then why you again want to do "Sterile filtration" before treating the cells. 

I think their is no need for filtering one more time.

I agree with Rajesh. You don't need any additional step. Just add the ethanol solution (sterile already) to your culture medium.

If you want to filter the progesterone in ethanol solution in case there is any endotoxin associated with either starting material you could do that.  Just make sure your filter is compatible with ethanol (shouldn't be any problem) and you could do a quick assay of the solution before and after filtration to see that there is no significant adherence to filter materials if you have any concerns about that.

I agree there is no need of further filtration provided that all original compounds to be used are sterile and they are manipulated appropiately (i.e., under laminar flow). If filtration is necessary at any step, 0.22 micrometer filters will remove most bacterial compounds, although not viruses or lower size particles.

Alright . Thank you all. I was concerned as i had initially weighed progesterone in the open air. However i am thinking of adding few microlitres of the hormone preparation to culture medium and will incubate overnight to check for contamination.

Also i will avoid filtering as it will lead to loss of volume and steroid concentration as we dont have low steroid binding filters like we have for protein.