After awhile the pain from the shots lessens. My arms were always painful though, and the lower parts of my thighs still are.
I quit using the autoinjector for the spots I can reach, and inject manually according to the directions on the package insert. That made a difference for me, because I can pinch the skin and make sure I'm shooting into fat and far enough away from the muscle.
I still use the injector for the heiny shots, and don't use my arms anymore. I use an 8 for the depth. I also gained about 10 pounds, so I have some fat to shoot into, I was pretty skinny before.
The shots gradually became less painful for me over time.
It really is a good medicine, and it takes some trial and error to get a really good routine. It does get easier! I can do my shot in under five minutes now.
Take care, Ewizabeth Previously Avonex, Rebif & Copaxone RRMS ~Tysabri, 31 infusions, ended 9/09. Starting Copaxone 12/09, waiting for Cladribine to be approved in 2010.