Ouch bursitis is no good.
I worked for a year at a radiology clinic, and my mum's profession is as a medical sonographer. We did more cortisone injections for bursitis in hips, shoulders and elbows than you can poke a stick at!!
Make sure you go to the physio now that you've had the injection. The injection will only half fix the problem, you really need to go to physio to work out the inflamation around the tendons to really give you much more permanent relief.