I agree with Harry on this one, however, I disagree about the steroids. Steroids will have an effect on you however you take them, whether it is oral, by injection, or IV.
I would strongly urge you not to continue steroid injections. Steroids carry more long term side effects than benefits really.
What is the cause of your shoulder pain? I think you need to find this out and treat this. The thing is steroids are only producing symptomatic releif by reducing inflammation and this is not treating the cause of your problem. If you find and treat the cause then you are more likely to get a cure.
I would suggest that you go and seek the help of an osteopath, chiropractor or physical therapist for assessment of your problem, so that it can be fixed properly.
Unfortunately, steroids are a short term solution to your problem not a long term one.
(See Harry's reply to you post on the Bowel Disorders Board)