Not at all! You may ache for awhile, but I would follow up with whoever ordered the test. My guess is they hit a nerve and/or you have some swelling that's keeping it agitated. Make sure you're resting and try some cold packs on the puncture site to reduce swelling in the meantime. If it gets worse/doesn't improve or you're unable to reach your physician, please go to the ER just to be safe.
Keep us posted, and take care!