Poor you :(
I stopped taking clexane a little while ago (developed allergic reaction), and it was really difficult to start off with, so I do sympathise.
Some injections were definitely worse than others, but it really did get a little easier over time (not that I believed that for a second when I was told the same!) Try not to rub the area afterwards as that makes any bruising or pain much worse.
I found it easiest to put the needle in slowly, and to inject slowly too. I initially used elma cream to numb the area, but although it helped get me over the initial injections it really was a lot of hassle.
I ended up numbing the area with a gel ice pack (similar to [http://www.healthstore.uk.com/p462249/boo-boo-buddy-cold-gel-pack-pets-dog.html this]] ), and then injecting - it really helped me.
In hindsight, if I had to do it again I would inject in the morning. I injected last thing at night, and spent a good part of the evening not looking forward to it.
I know it can be really difficult, and if you are really struggling or bruising/reacting badly you should speak to your consultant again to see if they can advise you.
On an emotional level, remember you are doing this brave thing for the best of reasons. I hope it helps you get through this rough patch.