Hi Helen, Remember there 2 injections i.e. intramuscular (longer needle for muscle tissue) and subcutaneous( shorter needle for fat tissue). For intramuscular injections bleeding and redness are other possible side effects at the injection site. Burning pain at the time can indicate a nerve being involved, for the bleeding, blood vessel(s). The nurse, most often, administering the injection can give you the possible dangers, including with the injection itself and the medication. The physician who gives the order for an injectable medication can also be asked. It is always good to ask prior so you can decide for yourself( avoid any surprises when possible). Hope this answers your question. Toni