Why Is The Injection Site Sore And Painful?

I had my shot on Friday, since then I had pain at the injection site, warmth and pain in that sholder/neck area and one of the worst migraines ever! I woke up at 1am and could barely open my eyes to get my son, went back to sleep (not getting much). Took ibuprofen which seemed to work for a little bit, but now I mean I have taken vicoden which worked for a little bit, went to the er and got a coctail from them and percocet Rx worked for a while, now it's back even worse! Plus my face on the same side feels fuzzy... never felt like this before...any ideas?