GM09 Yes if you are just starting a cycle injections can be more sore, than if you were on for a while... a muscle belly more saturated with water due to being on a steroid cycle for a while will accept the injection with less pain than if it is closer to the begining of a cycle (provided it is a perfect injection).
That being said, there are many reasons why your arm can swell and remain swollen. During the summer I had a very badly swollen shoulder, and thinking it was an infection was seen by an infectious disease doctor, who told me my shoulder was not infected and to go see an ortho. I didn't believe this, as I had not 'injured' it while training and still had all my strength in the shoulder with limiting range of motion due to the swelling... but there was nothing I could do to persuade him ... I asked him to aspirate but he would not, stating there was too many nerves in the area, thus too dangerous.
I ended up aspirating it myself, and i aspirated about 50 cc of blood. There had been a pocket which had filled with blood. I had tried Ice, antibiotics, ultrasound... nothing had worked. When i finally got the blood out I had my wife hold a compress on the shoulder to ensure it did not fill back up. Thankfully it didn't and I was fine. This happened less than three weeks out from a major national show.
It probably ocurred because of over use to the site.. so make sure you rotate your injection sites sufficiently. I try to go a full week before reinjecting in the same muscle group again.
If your injections continue to be sore consistently in all sites, then that is good indication that the preparation you are using is likely too toxic for your body to handle.