As @Strongblood stated the pain is from your muscles being shocked because of your first injects, this pain subsides more with every injection and eventually is virtually non existent if you have a quality lab..
A few things that decrease the pain are
Inject into a warm muscle..aka..after a workout....their is more blood flow at this time hence will help dissipate the oil..
Massage the site for a few minutes after the injection..
Do not sit for periods of time post injections...keep the blood flowing..
Do not inject before bed...
Take a hot bath after injects..
Use Advil or/and voltarin