I had this pretty badly at first. Are you changing around your injection sites regularly? I would also wonder if you're injecting too quickly and if you're actually warming up the shot before you inject. Just rolling it between your palms for 3 or 4 minutes can do this.
If it's no better in two more days, I would see your doctor - or if you develop a fever and other symptoms such as nausea or diarrhea, get yourself to the Emergency Room. Otherwise, I would say that it's just severely inflamed. The worst may be a sterile abscess, but I wouldn't worry about it too much at this point. Just watch and wait for now.
