I Am Scheduled To Have Iron Injections Due To Anemia

I am scheduled to have iron injections due to anemia that hasn't responded to iron by tablets. They plan to inject 0.25 mg for 4 weeks. I see and have been told that there are side effects. How long will they last? A few days, what can I expect? Anything I can take to minimize the side effects? I am waiting for the authorization right now from the heath plan.
Thanks
Cate