Aww Cinder. First things first. (((Hugs))) to you.

What medicine are you injecting? Are you injecting an MS med? Some find that an ice pack for a couple of minutes before hand can take the sting out of the initial poke through the skin. If you are shooting a deeper drug like Avonex, you may find that it only helps that first poke. Copaxone will sting past the ice pack for the first couple of weeks, and Beta/rebif shouldnt sting at all.

They make Auto Injectors for all the meds except Avonex, which needs to be injected into the muscle with a bigger needle to be effective.

Tell us more. That would help us give you more specific advice.