Dude, you want everything you use to inject to be sterile. And swabbing a pin with alcohol won't sterilize it, so as others mentioned, use sterile needles and syringes. Swab the skin with alcohol before you inject. Theres a good tutorial on injecting on the homepage: http://www.steroid.com/inject.php.
The last thing you want is an abcess or infection. If you're not sure how to do it, see if you can find someone local to show you the first time.