I recently had an ultrasound to test for PCOS - the external ultrasound is not at all painful. The internal ultrasound was fairly discreet - my radiographer got me to insert the probe, and then she took ahold of it to maneouvre it. It was slightly painful when she pushed into the corners beside my cervix to look at my ovaries, but nothing that a bit of deep breathing couldn't fix. You won't need any injections if they're just doing an ultrasound.

Good luck Sam - let us know how you go.