I get that on and off. The worst part about T shots is that you're at your lowest T levels when you take them, which on its own makes you more skittish than you usually are.
One thing that really helped me was switching from a bi-weekly schedule to a weekly one. Yes, it's twice as many shots, but your levels are more even, meaning you don't get that huge dip at the end where you're moody and anxious. That makes it a lot easier to suck it up and just do it already.
Another thing that helps when i'm really anxious is to promise myself a reward for getting it over with. Nothing big, just junk food or a cheap ebook or something.