Hard, painful lumpy veins 2 weeks after IV steriods. Hurt very badly when they administered the steroid & the had to change IV sites. Is that normal?

Common. It is likely that you have phlebitis in the superficial veins that they used to give the IV medication. It usually gets better with on supportive treatment such warm compress.
Not normal. After removal of an IV catheter, the vein should seal itself. Occasionally it may thrombose or clot, this process can be uncomfortable and is called phlebitis when it occurs in a superficial vein. The concern is for possible infection and progression of clot to a deep vein. Please have it evaluated.