I've had it twice once with DS at 25 weeks when i was in labour but they were attempting to stop or slow down the labour and with DD1 at 26 weeks when i was in labour, and yes those injections hurt! Not sure if everyone has them in the same place mine where around my bum/hip area and ouch! I only had the 2 injections each time, I obviously had mine up on the ward as I was admitted both times.