Kenalog 40mg/ inj. for sciotic nerve pain

Hello,

I have been having a lot of pain in my rt. buttock area and pain running down into my rt foot. I have my right foot going numb. I went to a Dr. who gave me an injection of 40mg. of Kenalog in the rt. buttock.  The pain has gotten better but not gone away. How often can I have this shot? Is there anything I should look out for whith this injection?