I had a cortisone injection for my frozen shoulder. The pain and loss of movement had been going on for about 5 months before I saw a physio, and then I had the injection about 3 months after that. The physio was not what I had expected - I thought it would be massage and manipulation, but all it was was see how far you can move it this month. The injection was painless (he went in thru the back of the shoulder) and there were no side effects. It helped with the pain. If my other shoulder freezes, I think I would ask for the injection early on. The pain and lack of sleep were awful, but unless you have it yourself, you don't realise just how bad it is.