There are a lot of reasons that you can experience swelling after an injection. Most common, a body that has never been given AAS will experience sweeling and pain when you start. Even after you are used to AAS, you can still get a bad shot from time to time. Sometimes you get close to a nerve that creates swelling for several days. for these cases, a heating pad and NSAID will help. If it is turning colors, you get a fever, feel sick or the swelling becomes very localized, almost as if a golf ball is just under the surface of your skin, it may be the sign of an infection. If this has gone on for 3 or so days and you dont see signs of it getting any better, I would go to the Dr. An antibiotic, taken early enough, can fix the problem, in many cases. You don't want to wait for it to get bad. An abscess left untreated can result in needing to be cut out
Without seeing it and without more detail, its hard for me to say what the problem is. If you are at all concerned that this could be serious, I would get it checked