My wife has been giving me spot injections in the biceps,triceps and shoulders. It hurt quite a bit going in until she started pinching my skin as she injected the needle.
Once the needle is in she lets go and pulls back on the syringe and then injects.
This method has made spot injections totally painless. If someone else is giving you spot injections, I'd highly recommend you have then try pinching the skin upon insertion of the needle.