I know that it is easier said than done but relaxing helps as well.

I am another who found doing them myself really much less painful.

Also here is a trick a dr friend told me. Get two wooden skewers and hold them both in your hand so they are about 2-3mm apart and then poke them around your tummy. Practice some time when you aren't about to inject so that you can relax and go with the sensation. Sometimes you will feel two pokes from the two skewers and sometimes you will feel only one. When you feel only one that is a good spot to inject because there are less nerve endings there. She uses it on kids and gets them to "find a good spot" themselves before she injects them when she has kids on long term hospital treatment. Apparently it is part science and part distraction but seems to work.

Good luck