Vitamin D injections?

Hi all. Haven't been here in a while. I have had a high ANA test (1:640), several symptoms. The DNA lupus tests came back negative, so I have been told I may be brewing an autoimmune issue that hasn't completely reared its ugly head yet. To get to the latest point, for the last 2 years I have had issues with vitamin D deficiency. I have had melanoma, so I do avoid sun exposure more than most people. In late 2008, my level vitamin D level was 7, and I had a ton of bone pain. I have been on various D therapies, including prescription mega-doses (50,000 units). This summer I had my levels checked and I had raised it to 25. I thought I was on the right track. However, I just had my labs done last week, and I have dropped to 9 again. I am to make an appointment to see the doctor to discuss getting vitamin D injections. I do think that the hip pain I have been experiencing may be from the low D.
Anyway, have any of you had vitamin D injections? I am somewhat concerned that I have dropped so much in just 4 months, not that 25 was great, but it was getting there. I am wondering if perhaps I have some kind of absorption issues.

Looking for anyone with vitamin D injection experiences or any thoughts about why I keep tanking out on the D. Thanks for any info.