My DS1 is asthmatic so now has to have a flu jab every winter - this year of course he needed two as he also had the swine flu one. This is the first season that he has really protested, but I have just had to stand really firm with him because he needs to have them done, and there really is no alternative. He is now four and a half and ever since he was about 2, we have referred to any jabs as 'hurting arm medicine', so that it is distinct from any other reason for going to see the doctor/nurse. I would only tell him on the day, and certainly no more than 24 hours ahead of the actual jab, and try not to get into any negotiations or rise to any whinging on the subject.
Even when he didn't know what to expect I have explained to him that this 'hurting arm medicine' is a special type of medicine given in his arm and that it will hurt but only for a second and then it will stop (this is very important as this young, they have no understanding of time). Then I focus a lot on what nice thing we are going to do after the jab and also (if appropriate) what treat he might get immediately afterwards. Then we usually take some special toy of his choosing - either a cuddly or a book to look at - and having chosen it, this goes into my bag and we only bring it out when we are called into the room, so he knows that now is the time.
Once in the room, I strip his top-half down or unpeel his arm, whichever is best, before any fuss starts, sit him on my lap (side on to me, with his legs gently clamped between mine - and I do mean gently, I don;t want to stress him out, but it allows the grip to get stronger if necessary without allowing him to flail about wildly first!) and then hold the target arm (again gently but poised!) with both my hands, firmly. I then talk or sing gently to him while the shot happens and hold him more firmly if he squirms or tries to fight whats happening.
I keep reminding myself that it really only takes a few seconds. And that he needs it done. And that this is one of those occasions where he does not have a choice - so I don't offer any (except for those mentioned above). Lots of cuddles, praise and comforting afterwards and then on with the day - try not to dwell on it.
Two golden rules - don't say that it won't hurt and don't say that it won't happen again.
Hope it goes well. MPD