I got my first Kenalog shot a few days ago for allergy symptoms, ...

I got my first Kenalog shot a few days ago for allergy symptoms, and I gotta tell you, I definitely regret it! I had asked about side effects before the dr. gave it to me, and she said there weren't any. I feel like I should start a lawsuit!! Anyway, the side effects I'm having are no picnic and have already been changing my life: sleeplessness, anxiety, not breathing correctly, heart pounding like crazy! I'm wondering how long I have to ride this out, as the dr. said this shot is given for allergies 2x a year. I will NEVER get the shot again!!