Sounds like you experienced the classic scenario of having the needle at the wrong length. If it's too long it can penetrate the muscle - which hurts and if it's too short it caused bruises and lumps. You need to twist the top of the autoject until it is at say 8 (most common) and then adjust it next time depending on your symptom.
Don't give up on Copaxone, contact TEVA if you need more information. I have been using Copaxone for 4 years and I have helped others get their injecting right. I for instance can't inject into my arms as they're too thin and it hurts. The thigh has a muscle too near the surface so hurts but I often inject into Stomach and the fleshy part of my hips.
Kath Ibbetson has had RRMS for 22 years.
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