How much did you shoot and what strength is it per mg/ml? I would suggest a heating pad vs ice. If its just a high concentration the heat will help to accelerate the absorbtion of the oil and hopefully the product. If you start to notice redness in the area try outlining it with a marker so you can track if the red area is getting bigger and also if you have a good digital thermometer test the temp of your arm where you did your shot and then again at a different point away from the area you shot. If the temps are off a good bit it could be the start of an infection.
Put some heat on it and keep a close eye on it for the next few days. If it starts to turn red, spreads quickly, and is hot to the touch those are the signs to watch for, for an infection. If that is happening and the pain increases its time to go to the doctor and get it checked out ASAP. Better safe than sorry.