I have pain in my lower back where I got my epidural, they were inserting it incorrectly they did it 4 times is this common or should I be concerned?

Possibly. Difficulty placing a block is often times a cause of post procedural discomfort, as local tissue may become bruised or traumatized. Sometimes, the actual medication can lead to transient discomfort, this typically resolves. It's important to communicate your concern directly to the clinician involved as this will help modify your treatment.
Little concern... Epidurals are unfortunately sometimes difficult. Multiple attempts cause local direct trauma from the needle, resulting in local soreness and pain. This should improve quickly; nsaids such as Ibuprofen may be helpful. Persistent pain, fever, or numbness, tingling or weakness could be signs of a rare, more serious complication, requiring quick evaluation and treatment.
Epidural and pain. Problems associated with epidurals are common. You should call your doctor for an appointment to discuss your problems and see if other therapy can help you with your pain.