Just wanted to post a follow-up to this now that many months have gone by. One night after an indulgent happy hour, I had to do my shot. I got a ride home and did it before going out for the rest of the night - and it was the first pain-free shot since they started hurting! I think the problem was that I was VERY tensed up when doing my shot, even though mentally I tried to relax.
I'll be honest and say that after I did that, I had a glass of wine before my shot for about a week. It worked every time. After that week, I was able to relax on my own, without any liquid assistance and I have been fine ever since. I think the pain has returned maybe 5 times since December 2010, and it's never been as bad as it used to be. At times an injection area will be sore to the touch for a couple of days, but it hasn't been a "pain with each movement" experience.
My point is - RELAXING HELPS EASE THE PAIN