Every filling is a little different. Your tooth has a nerve in the middle, surrounded by a sort of bony material called dentin, and then a coating of enamel on the outside. When the dentist drills into the tooth and then fills the hole with this foreign material, the nerve is perturbed. Once the novocaine wears off, you feel soreness, more or less depending on how close he got to the nerve, how much damage is done.
The tooth then begins to heal by growing more dentin around the nerve. The nerve can even grow over to the side, 'out of the way' of the foreign material. This is called 'secondary dentin', and it takes a while to grow. So for a few days, maybe even weeks, it will be more sensitive than before. Sometimes the filling doesn't even go near the nerve and you don't even feel it. Other times it just destroys the nerve and it will be touchy for a long time.
You know, if a doctor cut you open to take out some organ or something, he sews it up where he cut you open. It takes about a week for the skin to grow together so they can take out the stitches, but it will take a much longer time to heal completely. Maybe a year! It's like that with teeth too.
BTW the short needle is called a 'ligajet'. It's something new, injecting the anesthetic right into the 'ligature' between the tooth and the jaw. It can be used to anesthetise a single tooth instead of the whole side. I kind of like it! (You can see, I've had a lot of dental work.)
I'd say give it a week or two. It should get slowly better. As long as it's getting better, not as painful as a few days before, I'd say it was okay. If it doesn't get better, I'd call the dentist and see if he needs to do something more.