I got an epidural steriod injection after I was hit by a car and had chronic low back pain from a spodylolisthesis at L4. My dad is a doc and one of his partners gave me the injection.
They want to put the medicine in the epidural gap, and they do this by using a "loss of resistance" technique. This means that they have to push hard through the cartiledge and when the needle penetrates it and is in the "gap", the resistance lessens.
Well, about 1 time in 100 they don't feel a loss of resistance. This happened with me, the needle went in too far, and punctured the membrane that holds the cerebral / spinal fluid in, which surrounds the spinal cord. When this stuff leaks out you have very bad headaches - "spinal headaches". Lying down helps to relieve it, but it won't go away until the hole heals up. The problem with me was that the catabolic steriods they had injected kept the hole from healing. Eventually, they gave me 2 "blood patches", which is when they take some of your blood and inject it into the gap so that hopefully the platelets will get into the hole and heal it.
It finally worked after about 6 weeks, but those 6 weeks were miserable.
This procedure is worth a shot if you have low back problems, but it is not without risks.