Steroid injections, anyone else??

So, I've been on bed rest since September 6th due to preeclampsia. My BP for the most part has been fine, until my doctors appointment yesterday which was 160/100 the highest it's been. I was sent to the hospital for bloodwork, an ultrasound, and NST. My readings came down and I was sent home. I was told then that if things keep up I will most likely have my daughter at 37 weeks which is October 3rd. I got a call today saying they want me to receive 2 steroid injections to mature her lungs since I will most likely be delivering in the next few weeks. I was wondering if anyone else had to have these, do they hurt? And where do you receive the shot?