Insullin Injection

I’ve recently started insulin shots and I really was not instructed very well on how to do it. On one shot i must of done it wrong caused i felt alot of pain the minute the needle went in. I thought the pain would go away after several days but it has now been months since it happen and the pain is just getting worse. I mention it to my family Dr. but just seem to ignore my question why the pain would not go away. I would like to hear anyone with a similar problem and how they got the pain to go away.