I don't know if this will help...
I don't mind shots at all, so I wasn't scared of needles as long as someone else was doing the stabbing. I was worried about doing IM injections on myself, though, so I let the nurse do the first seven. Let's see, that's the first few months of shots.
On the eighth, I told the nurse that I wanted to do it myself and asked her to help me through it. She drew the T into the syringe for me, so I didn't have to worry about that. She told me to take the weight off my right side and relax as much as possible. She swabbed the area, handed me the syringe, and showed me where to poke in the needle.
After that, it was up to me. I knew that it didn't have to hurt; it never hurt when she did it. So I just poked in the needle without hesitation, slowly injected the contents, and was done. I barely felt anything. It helped to have the nurse there as a guide, and it really helped to let her do everything but the actual injection.
But you know why I didn't hesitate? I was afraid of losing face.
The ninth time I got a different nurse and decided to let her do it. Then I took the vial home, with the knowledge that I would do the tenth shot myself at home. I printed out the twenty-five steps to injecting* and used the step-following ritual to stay calm. I was pretty freaked the first time, but the second time was fine.
I just had to get through the first one on my own, and I was fine after that.
* Google "Self-Inject in 25 Easy Steps." I don't remember who puts this out--some transman group.