Don't panick Shaka. I was afraid too when I decided to accept Copaxone. It was my first treatment. I've been diagnosed in 1980, and I began Copaxone in July 2001.
Yesterday, they have published results of a 15-year study on long-term efficacy and safety of Copaxone. More than 80 percent of patients were able to walk unassisted following 15 years of treatment and average disease duration of 22 years. In my mind, it's wonderful.
I'm no more afraid of injections. Now it's like brushing my teeth before going to bed. I tried the autoject at the beginning, during a couple of weeks, but I don't use it anymore, because I find it "brutal". But, you'll find what is better for you, and you'll become familiar with it, like all people who have an injection treatment.
Good luck to you!