The knee itself really should not be swollen, unles you injected into the joint or, perhaps more likely, into the suprapatella pouch. If you are going to inject in the distal thigh, flex your vastus medialis and find the center of the muscle belly. That'll keep you out of trouble. Lower injections risk entry into the pouch, and higher injections risk injury to the femoral artery as it enters the adductor hiatus on the medial aspect of the thigh.
If this hasn't improved by now, I think you should see your doc or local ER. You'll have to be VERY honest, though, about how this happened.
