I got a shot in my pinky toe on thursday to relieve pain in my toe because the nerve is getting pinched in between bones. it hurts worse and swollen?

Adverse effect.: Sounds like you have morton's neuroma and they likely injected steroids. Increasing pain and swelling is not part of the plan following injection although it may occur. If there is redness (or streaking) and warmth it suggests infection and you should have it looked at.

Ice: Use an ice pack n the foot just behind the toe. Use for 30 min.