yes, you are always supposed to aspirate prior to giving an injection! That's the way you're taught in any sort of health professional school; be that nursing or medical school. Usually though, it's so quick that it is not ever noticed. You just watch to make sure there is not a "flash" of blood that comes back into the syringe, and then know that you're not in a blood vessel. If a person who is a medical professional says they dont' always aspirate, then they are not doing their job properly.
"Medical advice given on this board can not be case specific, but often times with the injuries/symptoms/etc discussed, this is what is recommended. In order to get it fully evaluated, you should address it with your primary physician or health care provider"