I've only bruised myself like that once just recently. From what I understand, it's all in the technique of how you jab yourself. My doctor showed me how to do it in the glutes. You jab in quickly, then go in slowly, slightly rotating the syringe back and forth if you feel a twinge of pain. My pins are 1 1/2 inches long, and I have to put the whole thing in (we're talking 22 1/2 gauge here). Sometimes it will sting just a bit, other times it goes right in like it was nothing. It was only two weeks ago that I didn't do it quite right--must have gone through a vein.