When steroid shots go wrong they go REALLY wrong. A neighbour had them in her shoulder - the doctor missed and hit a nerve. She developed RSD (or CPRS? can't remember which is the UK term) and spent two years on humungous doses of the strongest painkillers anyone can prescribe (pethidine, gabapentin, amitryptiline and methadone all at once, I think). It's a miracle she didn't end up with an opiate addiction.