Podmog, my 5 yo carries them also. The thing about dealing with schools is that the best method depends on you and on the school... so take my advice realizing that this is what worked for me at my son's school (they've been GREAT which makes everything easier).
I've not been hysterical about it and tried to impress upon them that giving it to him accidentally is no big deal. Luckily (?) we've had to use them before and he's had it in the hospital, also. And again, luckily (?), I've had the experience when he should have had it, but I waited until he got to the hospital (bad me ). Anyway, those types of stories seem to help illustrate that the pens aren't going to hurt him, but not giving them might. We also have a protocol listing certain types of symptoms; what to do when. Mine is based on the Anaphylaxis Campaign's protocol (look here and follow the link to "Guidance for Schools". It's actually quite a bit different-- think of your daughter's reactions, her school situation, etc and personalise it.
Um, um, um. Also make sure they know they are free to call you at anytime and never make them feel like they overreact. My son came home early from school yesterday because of a mild sore throat.. they thought "Throat! AGH!" and rang immediately. So be prepared for more than the normal amount of phone calls regarding sickness at school.
That's about all I can think of at the moment. I've got to go, but wanted to reassure you that, at least sometimes, it's not difficult dealing with the schools. (His is new this year and actually instituted a "no nuts" policy for him! He's only allergic to peanuts (and milk, but that's not so bad anymore) though.)
If you'd like to email me, feel free -- goochersmom (at) yahoo (dot) com. Is that spam safe?