Mary, Is this a steroid shot that is supposed to relieve pain? I've had a number of them, and if it the same thing, it is hard to describe.
First the doctor put in a numbing agent, a freezing medication so that the 'big' injection doesn't hurt. It is a weird feeling....your legs go sort of tingly and numb at the same time. It was done on me while I was sitting up, but I had to lay down afterwards or else I would have fallen when I got off the table.
It felt like I was walking on rubber legs when I finally was allowed to go.
Yes, it did hurt a bit, but not anything like having children
It is more like an intake of breath sort of pain, at least for me. Remember, every one is different.
I truly hope that this works for you. It didn't for me, after the second one, but I have a relative who has only had one a year, and it helped immensely.
Good luck with it, and let us know how it went.