The first time, I got so frightened and psyched myself out, I had palpitations and full blown panic attack. Had to have my wife, trained as a medical assistant, administer it. She didn't do a great job, wasn't used to huge thighs like mine, and it ended up more intra-fat-ual than intra-muscular. But that actually helped, I figured, I survived, and I can probably do it THAT bad.
I still dealt with significant nervousness until about the fourth injection, when I nicked a good size vein, and when I pulled out the needle blood shot a foot into the air. I didn't die or suffer any harm. After that, I've been pretty nonchalant, because I can ALWAYS do it THAT bad or better. 🙂