Don't be scared! (easier said than done I know!)
You just have to remember to relax when doing the jab! I'll be honest, for the first week when I started taking copaxone the jabs did sting, but the more you do them the less it hurts! It's got to the point now where I can inject and not feel a thing, and thats just after 3 months of the daily jabs! The gel pack does help if its cold (be careful it doesn't split though, it goes everywhere if it does!)
I hope tonight goes okay for you!

Take care
xDx
ps - I know how u feel, I'm only 26!