Depo shot - need help!!

I had the Depo shot in my bottom, 3 weeks ago. I got a small lump under the skin where I got the injection which I got told was normal, but it is growing larger and larger and more painful. I accidentally knocked my bum off a chair today and the pain and throbbing from the lump made me feel physically sick. It was so painful, I'm making an appointment tomorrow for doctors. But has anyone experience this or have any idea what could be wrong? 😣