Is it normal for pegintron injection site to still be red and warm after one week?

No. There are many side effects of this drug, used as part of regimen for rx of hepatitis c. However what you are describing is either a very large prolonged local reax to the injected chemical, or cellulitis, where strep or staph or some skin bacteria that resides on the skin getting under the skin setting off a subcutaneous soft tissue infection. See doc right away.
Yes and no. Injection site reactions are common. Warm compresses ANS analgesics can be helpful. If this site is more red or painful than usually, you should have your doctor examine the area to ensure it nothing more serious such as an abscess or cellulitis.