Is It Safe To Continue Steroids Despite Its Side Effects?

Hi, I was put on steroids yesterday by my doctor as I have a nasty cough and cold and it has flarred up my asthma quite bad! So I took my first dose (6 tablets) last night around 8pm and I have now woken up twice with my arms really aching all the way to my finger tips they feel really heavy!! Should I carry on taking the steroid? Also when others have been on this medication they have decreased the pill number each day, whereas my doctor has told me 6 pills for 7 days..??? I this correct and normal?