If it were my leg, I'd be hella worried, name change or not. If you put off going to the ER, at least think about calling Ask A Nurse or some such service.
Do you alternate legs, and do you keep your leg in a relaxed state when you inject? A lot of guys bend the knee (so the muscle's not relaxed), and I've heard that the pain can be nasty. But hot and swollen...plus a bit of a fever...that sounds potentially serious.
Get real medical advice--that's my advice.