You ask how painful is the cortisone jab?and that you area bit fearful of the injection.
Here is a link that may help
Steroid Injections | Side-effects, uses, time to work (versusarthritis.org)
It would be helpful if you told us your arthritis story so the advice given will be accurate.
Please keep in touch and tell us how you get on.The forums are very friendly and everyone understands how you feel as we all have Arthritis of some kind,it often helps to share with others,so give it a go and start chatting to others.
All the best Christine.