I have tough skin, so sometimes I find it is frustrating to try to shoot myself. My thighs are really bad! Like elephant skin. I too refuse to go back to the AI, as it was loud and violent. I have also run into some dull needles.
You sound frustrated as well. Take a breath. Give yourself a pep talk, and pinch up some skin. I find that one some areas I can just stab like a dart. on others I have to just push into the skin without the ragged aim of a dart thrower. Sometimes when I push slower, I find that its WAY more painful, and that makes me want to withdraw the needle and pick a new spot. Sometimes I have 3 or 4 pokes in the same area before I find a spot that isnt making me want to scream before I finish the shot.
Have courage. Be patient, and know that you are not alone. Im sitting across the room saying the same things.