So I disagree with other posters. Here's what we do:
1st, make sure you are getting it in the right spot. Draw (well, have your DH draw) a cross on each cheek, dividing your tush into 4 even quadrants. The injection should be in the outer/upper quadrant, closest to your hip. The nurse drew circles for DH after ER and he's just kept re-drawing them daily :-)
Ice for 2-5 minutes before the shot (until the skin feels numbish)/while icing, one of us holds the syringe to warm up the PIO
Wipe injection site with alcohol wipe and let dry
Inject, not quickly, but not too slowly either
Massage with gauze for 5ish minutes
Sit on heating pad (on medium or low) for 15ish minutes
I'm still a little sore, but nothing unbearable. Hang in there!! Hope your butt feels better soon!