Glad to help. I've always had burning and stinging while injecting the medication. The needle doesn't bother me too much but again I've stuck thousands of folks at this point. I always warm it up by rolling it between my hands when I take it out of the fridge and it really stings less. My grandmother taught me that one.

You do not have to push the needle all the way in, the tip needs to go through the skin into the subcutaneous fat. I imagine there are videos on youtube although I haven't looked. It's the same way a diabetic injects insulin (not into a blood vessel).