Pain after Makena injection

Maria

Hi there, I just had my first Makena injection at my high risk obstetricians office today. It was given in my left upper butt (hip) area. It burned pretty bad but within an hour I developed a shooting pain travelling down the back thigh on the same side I had my shot. It hasnt eased up and hurts worse when I put weight on it. Has anyone else experienced anything like this or know if it's normal?