Heel spur pain went to dr got the 3 shots still in a lot of pain even when i am off my foot the pain feels bad, should i be concerned?

Yes: I hope you got other treatment and not just injections. Tapping or strapping the foot, antiinflammatories, night splints, stretching, orthotics, physical therapy are adjunct treatments to try. Additionally, when treatment is not working other diagnosis should be considered. Too many steroid shots may not be good for you. (if thats what you got.) i would be hesitant to get another. ....

Nonresponsive : You surely are not responding to Cortizone (hydrocortisone) injections. However you will find other options. This may include custom or custom orthotics, other. If you continue to be Non-responsive and pain daily for six months or more, consider surgical correction. A partial release offers little disability and a very high success rate and low risk and complications.

Heel pain: As stated , there is a lot more that can be done for heel pain than just injections. As stated orthotics , taping or strapping , stretching ( achilles involvement is common) , night splints , nsaids , etc. Seek another opinion if none of these were done .