like others said, go see a doctor, before it gets worse, you're going to need antibiotics. in the meantime, keep it covered and use neosporin.
for future reference, any time an injection site turns red and starts feeling warm/hot to the touch, that means its infected (and if it feels like there's a clump underneath the skin at the site, that could turn into an infection, so use the following advice to help stop it from getting worse). to help prevent infections, one thing you can do is apply heat to the site before it has a chance to get really bad, like yours is starting to get. you'll likely need antibiotics from the doctor for that one, but if it was still earlier you could apply a heating pad to the area and leave it on and on the site overnight for a night or several nights to help clear it up early on.