I pricked myself on a knockout rose bush last friday. the swelling has gone down some, but it still hurts/itches in two spots. is it infected?

Possibly: Without the ability to examine you and to take a more extensive history it is impossible to tell over the internet, but a particular fungus called sporothrix schenckii is responsible for "rose garden fever". Should you develop a raised area at the site of the thorn prick, or any other conditions suggesting inflammation, see a doctor asap. Hope this will not be necessary.