Do not fear. I was put on IV steroids for 6 days in the hospital last summer and had a good experience. Seriously. This was also my first time with that rodeo.
They will likely give you an iv port. Mine was in my wrist area. I was also on 40mg, but they gave me 20 in the morning and 20 in the evening. The nurse came in twice a day and injected it right into the port. Didn't hurt at all...not the injection or the port itself.
I also didn't gain weight at all. I was on the IV steroids for 6 days followed by 8 weeks of taper on oral at home. I actually lost weight. I looked fab! Just stay away from salt completely and you'll be ok. The only annoying side effects that I had from prednisone (IV and oral) were that I couldn't sleep very much and I had some pretty bad muscle weakness. When they would give me my dose of IV steroids, I would also get a bit flushed and get a huge burst of energy right away. It was actually kind of awesome...one night I was so energized that organized and cleaned in my hospital room at 2am. The next morning, they came in, saw it, and decided to give me my nighttime dose a bit earlier from then on out
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As for effectiveness, the IV steroids didn't "fix" me, but they improved me enough and got me close enough OK to let oral steroids and lialda work together to do their job.
You WILL be ok. I'm sure of it.