A steriod shot is not going to guarantee your baby's lungs are developed. If it did, the doctors would have let your baby be born then. The reason pregnancy lasts for 40 weeks is because it takes 40 weeks for a baby to mature enough to live outside of the womb.
I understand you are hurting. I understand the last month of pregnancy is the worst ever. But it is something everyone goes through and you'll have to as well so you can have a healthy baby - and isn't that more important?