You can get a "sharps" container at your local pharmacy -- big red plastic bucket -- for under $10, and it'll hold enough needles for a VERY long time.
I don't know how the Avonex needles are put together -- the Betaseron ones twist apart, leaving the plastic syringe part, and the actual needle with a plastic end. I'm able to burn trash here in the country -- so everything BUT the plastic needle goes into the trash and is burned...the needle goes into the sharps container.
My doctor has told me to bring it in anytime, and she'll dispose of the needles. Sometimes some of the pharmacies will do that, too.
For awhile the Betaseron folks were sending me sharps containers. I actually have two extras in my closet...it'd probably cost me more to mail them to you, though, than you'd pay for one at the pharmacy. But if you want it...email me privately and we can work something out.
It's done for another week. I went in yesterday and let the nurse watch me. She said she was impressed and that I was doing great. Also, I got my pre-filled syringes. They were great and much easier to use. The needle is only 1inch instead of 11/2 inch. I know that its the gauge that determines how painful but to me that half inch makes all the difference. I still hate needles but I feel so good about myself because I am able to give myself my shot. I didn't think I'd ever be able to do it--physically with my right hand spasticity or mentally with my fear of needles.