Steroid medications as you rightly mentioned do interfere with blood/glucose metabalism, causing them to rise, however with a one of injection I myself wouldn't be too concerned over this. and wouldn't even bother to amend my own medications.
However, had the Steroid medication been administered over a much longer time period, or maybe needed to run for a full regular daily course, then it might well be advisable to mention this to you Dr. who in such cases will commonly increase the dosage of the steriod medications and specifiy that the increased dosage is to be taken at 2 day intervals, so that on the day's when the steroid medication isn't taken, the body will then work better at stabilising the enevitable blood/glucose rises that they produce more effectively.
This usually applies to a Type 2, Type 1 and those on Insulin may well need to increase their Insulin dosage to compensate for the Steroid medication, but this should be decided upon by the patients Dr.
I hope this answers your question.