What happens after a cortisone shot is injected into the shoulder?

Last thursday I had a steroid injection in my shoulder because the consultant reckons I have impingement. He said that the pain I was experiecing my shoulder would go away a couple of days after the injection. This would then allow me to stretch the muscle which was impinging and would prevent the problem from happening again. The only problem is it's still Sunday and I have no pain relief. I was just wondering what would happen next if I had no reaction to the shot what would happen next? Thanks in advance.