First, Aguagirl, please know that you're not alone in this. It has happened to many people on this forum.
Two things that have helped me:
* take an antihistamine before injecting
* stop icing! For me, at least, icing before the injection just made the reaction worse.
The others might have some different tips for you.
Best wishes, and welcome to the forums,
Co-Moderator Crohn's Forum.