plus i notice this answer at the bottom in related questions:
Cortisone injections into bursa: you won't need sedating, it's simple enough, but if really up tight about it ask them about giving you a local skin anaesthetic beforehand. The steroid they inject is a suspension of tiny crystals which often irritate the inflamed bit for 24 hours or so until they dissolve, after which things should get a lot better, as smudge says. You can have repeat injections if they're effective, or it may be worth repeating if it doesn't work the first time, but they don't like doing them too often - for a start, they can weaken the soft tissues if done to excess, and also if the inflammation keeps coming back, sorting out the symptoms temporarily may be masking an underlying inflammatory condition. I would ask your GP to consider referring you to a rheumatologist if it carries on. Ooh, Janetex, I wouldn't want surgery just yet! In any case, a bursa is there for a reason, which is to reduce friction, and removing it can cause more problems.