"It could be one of numerous things.
1. The neefle not going deep enough.
2. The muscle is pushing back on the needle itself causing some irritation at the injection site.
3. Tainted gear (wouldn't rule that out just yet).
4. Possible needle not being thoroughly sterilized. It does happen during manufacturing and unfortunately it can't be avoided.
As long as you're not getting and infection, you should be good to go. I suggest a warm cloth to soothe the pain and help the oils disperse better in the muscle.
As for the insurance, I would go to a clinic or those neighborhood ERs and see if they can help reduce it without charging your insurance or notifying your doctor"
- Alpha from AOLabs