"Most abscesses are septic (caused by infection) but sterile abscesses can also occur which are not caused by germs but by non-living irritants such as drugs. If an injected drug, especially oil based ones such as anabolic steroids are not fully absorbed, it stays where it was injected and may cause enough irritation to generate a sterile abscess. Sterile abscesses are likely to turn into hard, solid lumps as they scar, rather than pockets of pus."
I have begun massaging my injections with an alcohol wipe after reading this. Dunno if it will help anything though. This site won't let me post the source; full article in google if you type "abcess steroids"