Got a steroid shot in knee last week for arthritis & inflammation hurts more now the knee & whole leg, knee little swollen been putting ice on it off?

Sounds dangerous: An injected knee should hurt for only a short while if what is injected is, like steroids, anti-inflammatory. You might have an infection, which could be extremely damaging, especially if you are diabetic. You need to report to the physician who did the injection immediately, or if not available, to an emergency department. Good luck!