Kenalog and cold weather

I have severe allergies and cronic sinusitis... like a lot of people on here I have taken all the allergy drugs they make for the past 9 years... Ive had tons of procedures done and sinus surgery last Feb '08. Nothing helps. Ive taken oral steriods many times but recently my new ENT decided to give me a Kenalog shot in Sept. Nothing was explained to me other than it was a steroid. The nurse put it in my left shoulder. I have had all the symptoms people are describing on here except the indent. I have been progressively getting sicker and feeling worse and worse over the past few months. I feel like I could go to bed and just stay there. Now this past Monday he gave me another Kenalog shot in my left shoulder. I heard something on a tv show that it causes depression so I jumped on this site and feel sick about all the messages I have read about people's terrible side effects. I feel like my doctor who I trusted let me down. I am so worried that my shoulder is going to have a big grey dent like everyone is describing on here. I am just so tired of being ill.