I am not very knowledgeable about MS. I was diagnosed 2 years ago with 'probable' MS. I have only suffered one initial attack and no relapse since then. I decided in a rush to start Copaxone after an MRI that showed 2 new lesions on my brain in the beginning of the summer. I figured then that if I could deal with taking a med that was tolerable and would not 'poison' my existence, I might as well take it and hope it will help some.
The drug BG 12 that should be out in a few months and my neuro thinks it is superior to Copaxone on top of being oral. I am just waiting for it on Copaxone. For now, Copaxone fells like the least of the evils.
You have the right outlook, wanting to do it right with minimal damage. The hot or warm before is supposed to help. For that reason, I do my injection right our of the shower in the morning. Also, it prevents me from dreading it all day. In the beginning, I swear, I was thnking about it 30 hours out of 24 each day!
After a few weeks, I would think about it going to bed and if I woke up during the night. Now, I think about it when I wake up, do it and get it over with. You will adjust too and it will eventually become just another little thing in your life.
I do cold if it is especially sore afterwards. Most often I don't bother.
I have written it before, the hardest part in taking a drug like that, is the daily reminder of the disease. Instead of putting it out of my mind, I have to do something that is a little complicated and unpleasant to remind me of the presence of a disease that migh evolve cripple lme one day. That is definitely the worst part.
Lots of people on this board do not take DMD's and-or have adopted other regimens, most often including nutrition, that they beleive helps in dealing with MS. You will find lots of great information there.
I wish you the best in adjusting to this new reality in your life. With a positive attitude, a bit of humor and also some effort sometimes, it is most often bearable.