I Got A Steroid Shot Injected Into My Lower Back

I got a steroid shot injected into my lower back for sciatica on Thursday. Now I have significantly more pain, swelling around the injection site, and bruising. My leg hurts so very much. There are three shot pokes on my back, as well. I am in a lot of pain. It effected my ability to work yesterday. Should I be worried? Is this normal? I don't know what to do or how to relieve the pain in my back and leg.