This is a rare complication that may occur if a small hole is made in the fibrous sac and does not close up after the needle puncture. These small holes are only made in less than 1% of epidural injections and usually heal on their own. The spinal fluid inside can leak out, and when severe, the brain loses the cushioning effect of the fluid, which causes a severe headache when you sit or stand. These types of headaches occur typically about 2-3 days after the procedure and are positional - they come on when you sit or stand and go away when you lie down. If you do develop a spinal headache, it is OK to treat yourself. As long as you do not feel ill and have no fever and the headache goes away when you lay down, you may treat yourself with 24 hours of bed rest with bathroom privileges while drinking plenty of fluids. This almost always works. If it does not, contact the radiologist who performed the procedure or your referring physician. A procedure (called an epidural blood patch) can be performed in the hospital that has a very high success rate in treating spinal headaches.
I've had in the past severe lower back pain caused by a slightly bulging disc in the S5 and L1 area of my back. When it got really bad my pain management specialist would give me a Methylprednisone pack for a 6 day period. This would help immensely. Then we would follow it up with a round of surgical injections every 3 weeks. The pain would dissipate. However now after doing this for several years I now have osteoporosis. I have back pain and I can no longer take this pack because of so much harm it can do to the bones. I think if one chooses this path, remember that you should not do it very often. It is less destructive but more expensive to get a surgical epidural.