problems with injecting

[GQjoey]

I've been doing my own shots in my thigh for a few years now, without any real problems. I just did it today, got the needle in with absolutely no pain at all. I slowly pushed have my dose in, and out of no where i had this burning feeling right below my injecting site. It felt like my leg was burning from the inside out and i pulled the needle out, and walked around for a minute. It got really hot, then just went away. There was a red circle about the size of a baseball an inch/inch in a half below the injection site.
I got most of my dose in, and am turned off to trying to get the rest in. Has this happened to anyone? Do I need to worry?