Please, consider taking a claritin or zrytec while having these issues, as it will help the allergic type responses. I am NOT saying you are allergic, just that this type of pill helps those things heal.
After your injection Auto injector or not, doesnt matter, take your wet papertowel, and wipe the area, and then PUSH! directly into the injected area. DONT RUB DONT RUB DONT RUB! Copaxone is a sharp crystral style med, and rubbing it will break open the crystals and cause fat destruction. Just push FIRMLY for 15 to 30 seconds. Then plop some benedryl/hydrocort style cream on it, and ice for 3 to 5 minutes. This greatly reduced the size of those lumps I had.
After 24 hours, you can HAND massage with oil, or lotion, and work the spot well. Rub in circles. After 48 hours, you can use a machine massager, or vibrator style machine. Pound those things into butter. Doing some basic exercises that stretches the skin, muscles, and gets circulation into that area will also help. If its an arm, do arm curls, or do squats for your butt and so on. Bringing blood flow to the area will help.
Hang in there. About six months in your body all of a sudden your body sort of says "I give up!" and stops fighting the drugs. It took me almost a year for mine to quit fighting with those lumps, but it did happen.
If you find you are getting dents/fat destruction STOP RUBBING or pushing on the area. This means your one of those folks that has to shoot and not touch to avoid the dents. Please see your MD if you get dents.
Hang in there.