It can happen. If it continues or gets worse then contact your doctor as it's possible that the dose may not be high enough. You had started another medication at the same time (Pentasa I think?) but it can take some time for these types of medications to start working. The point of the steroid is to help reduce the inflammation quickly while another medication has time to start working then you'll slowly taper off of the Prednisone (if your doctor didn't mention this, just be aware that you will have to taper off of it).