I know the feeling! I have the exact same difficulty with my avonex injections.
Tapering up to the full dose with the syringes was bad. I actually only had the balls to do two myself. The other two I had my sister (who is a nurse) give them to me in the behind (it hurt much less and I didn't suffer from any muscle stiffness or pain afterwards).
Then once I started the auto injector I did the first one (with the nurse here) no problem. It seemed SO much better than the syringe. The second time I did it but it took a lok more working up to it. And the third time I scared myself, pulled it out as it was going in and sprayed it all over the kitchen!:-S
I am very blessed to have a husband who is so supportive. He would sit with me through each injection and after seeing how much I struggled he offered to so it for me. And that has been working for us. It's so much easier when you can cover your eyes and try to relax.
If you don't have someone who could help you, something that I do every week before he injects me is close my eyes, do some deep breathing and try to relax. Do this and try to hold off doing the injection until you are feeling calm and at ease (if possible!). I hold my dog while hubby does my injection because she calms me and I can just focus on her softness and calm breathing. I would not recommend this if you are self injecting!
but the point is, figure out what calms and relaxes you and find a way to work that into your injection time. I also start counting the moment he pushes the button. I find that helps me focus on the fact that it will be over soon rather than on the fact that he just stuck a needle into my leg!!!