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.
...I am not a doctor, nor health professional, and don't pretend to be one, here.....