I am sorry you have this pain. In the few times I have used Depo Medrol, I have found this to be a more common occurence than when I used Celestone Soluspan. We call this a steroid flare. Usually it will subside in a day or 2, but understandably it will hurt a great deal for a while. Ice or heat, whichever seems better. Whatever you take for a headache might help. If it doesn't call your doctor and ask for help.