Hi, Kathleen. Is the pain in one shoulder, or both? As you already know, lupus can affect almost any joint or muscle, but many women are especially prone to developing bursitis, which often affects the shoulders and can cause a lot of pain, especially with movement. Here is a link to a Mayo Clinic article about bursitis
Tendonitis, the inflammation of a tendon, can also be a result of lupus - like bursitis, it can also cause pain. You could also be developing arthritis in the shoulder joint itself. If your anti-inflammatory meds don't seem to be helping, you definitely need to let your doctor know what's going on.