Back pain after lifting a single hay bale?

I lifted a single hay bale today. I lifted it up and onto my shoulder, put it down and did it again. I tried to lift with my knees, but even after this little bit of lifting, my back feels really sore. Is this just because I'm weak and need to do it more and it will be less sore? Or is it a bad sign that I'm lifting it wrong and could really mess up my back. I of course do not want to hurt my back.