I started with a one month's supply of 22 mg (they make syringes with this dose) before I went to the 44mg dose so didn't have to manually titrate. But I certainly have never noticed any "rusting" on the needle! That said, my injections are indeed often painful. Bringing the medicine up to body temperature helps alot, and I definitely make sure the alchohol has dried on my prepped skin.
More often than not, when I remove the needle cap, there is droplet of Rebif on the end of the needle. I've heard this can lead to more pain and skin reactions so I make sure I shake the droplet off, and I go one step farther and clean it off with a clean dry cotton ball. Doing this with the autoinjector is awkward, so my method now is to not use the autoinjector's needle cap remover. I remove the needle cap manually, clean the needle, and then drop the naked needle into the autoinjector very carefully. It's not an "approved" technique, but it's what I do.