It will get better but it will take time. Yes, you should go back to the place where you got the shot and tell them what happened to hopefully prevent them from giving it incorrectly to someone else. It really doesn't matter that it was the shot that has the three combination medicine in it. It's the placement of the shot. So many techs don't understand this and give the shots quickly wihout taking the time to make sure it's given in the proper place. Keep your chin up.