|Likely, the shot you were given was not a strong enough dosage. Many doctors will give you a shot, and then repeat the shot a week later and also put you on a month long tapered dosage of prednisone or some other oral steroid.
I, unfortunately, got a terrible case late last fall. Now, more than six months later, it is returning in the same spots. I was on two rounds of oral steroids before it finally started getting better then. And guess what? It's back!
Best of luck. Ask for more/stronger drugs!