I've been on the stuff for almost two years now, but I can still remember the anticipation anxiety about that first shot.
A couple of observations from my personal experience.
1. Whoever decided that the arms were a good target area has never had Rebif injected into his arm.
2. If you have a spouse, partner, pet, friendly neighbour who can handle a needle, leave the Rebiject in its case. Since I stopped using that thing and my wife just skewers me bare-handed I find that site iritation is much reduced.
3. Relax. In almost two years I've only had nasty after-shocks twice.