**sig warning**
I wouldn't ice at all- if the muscle is cold (before or after) it can crystallize the progesterone. I am using a heating pad before and after, and also massaging it. Hold the vial in your hand for a few minutes to warm it up, also, before you draw up the liquid. My last suggestion would be to make sure you check with your doctor about where you are injecting. My sister (a nurse) drew my targets the first time, and it hurt a lot after the injections in those places. My RE's nurse did it the second time, and they are somehow higher up and it doesn't leave as much lasting pain. Good luck!