sorry thumper.
i was dx'd in '03 and i've been on copaxone ever since.
i'm an RN and have given about a million shots. but giving it to ME was very scary.

i use the autoject and after a few wks i got the hang of it.
you get used to it, really. and then it becomes a routine part of your day.

i chose copaxone because i didn't want to deal with the interferon side effects.
i also had a hx of depression and interferons can make that worse. for me it was a good fit.

you can expect some site reactions but with practice and time they will diminish greatly.

you might want to consider some short term counseling to deal with the emotions of your dx. it's normal to feel in shock and afraid.
getting educated about MS will give you power and decrease your fears. at least it did for me. you might want to consider the therapy before you start AD's. it's something to just think about.

please feel free to pm me if you want to talk.