I developed terrible anxiety to those syringes, to the point that I would get very sweaty and shaky before self-administering the shot. They hurt like hell, so that could be the reason why I had such an aversion - plus, they weren't doing anything for me, so without any benefits, I just began to hate them.
For pain, have you considered using a numbing cream (like something they use for tattoos)? I had purchased some, but never had a chance to try it before I discontinued using Humira. Apparently, it works wonders for children who need injections.