My experience with Copaxone was that the first 3-4 weeks were the worst. Each shot seemed to burn and sting worse than the one before it. Then it just seemed like my body got over the reaction and within the next month or so, it would hardly react to the shot. It still hurt slightly when I did it, and I would get a reddish irritated area around it about a day or so later, but the initial intense pain and burning sensation seemed to go away after a few weeks of doing the shots.