Had a steroid shot in hip due to bursitis and pain had beew aweful, called drs office and they said normal, how long does this usually last?

Not normal: When did the pain occur in relation to the shot? I'm thinking: needle trauma/hematoma/infection vs frank tear of the gluteal muscle attachments (which we see a lot after steroid weakens the muscles/tendons). Alternatively you may have "sciatic" pain referred from the low back (and not a hip bursitis at all). Check this out: http://sportsmedicine.Ucsd.Edu/conditions/hip/pages/trochanteric-bursitis.

48 - 72 hours: Localized pain from a steroid injection is a potential side effect from preservatives in the steroid solution. It can last 48-72 hours after the injection is given. You can try icing the area, anti-inflammatory creams or gels and Acetaminophen at normal doses. If the pain ;/or swelling lasts longer or if you develop a fever or bruising further down the leg, see your doctor as soon as possible.

Normal: If it does not resolve in a week, call your doctor to see what options you may have regarding this increased pain. Although uncommon, it can happen and usually will go away on its own in a few days.