luna There are a number of things to make life easier with those drafted clexane injections. These are all things I have done personally.
1 - get some xylocaine spray and apply it ten mins before you inject. Xylocaine is a local anaesthetic, and it does help.
2 - buy some insulin syringes and some very fine needles (I use 30g) and transfer your clexane into that before injecting. Can be done very easily (I can point you to a thread with instructions if you want) and it then makes injecting clexane SO much less painful. You can do this even if you have those spring-loaded syringes.
3 - when injecting, do not grab/pinch skin. Gently stretch the skin taut with one hand and then push the needle in slowly at a 45 degree angle. Once in, inject slowly and when you've finished, leave the needle in for a count of 10 before removing.
4 - use ice/bag of frozen peas (wrapped in a cloth/tea towel) on the injection site for 20 mins or more.
I started with (1) and ended up with (2), (3) and (4). I ended up with much much less pain and minimal bruising. Oh, and some injection sites hurt worse than others - you can tell as soon as you try to push in the needle. Even with very fine needles some areas just hurt. If you find this, don't push the needle in, move it to another site.
Hope this helps!