Has anyone had an experience with an Epidural Steroid Injection in their lower lumbar area?

I have been diagnosed with a degenerative disc and the dr suggested an ESI (Epidural Steroid Injection). I was wondering if anyone has had one and what to expect with it. He said that he isn't going to knock me out just numb the area. After that what happens? Does the pain go away quick or does it take a while? Any advice will be greatly appreciated. Thank you.