I also am the most squeamish person that I know. I don't watch any tv shows or movies with blood in them. I can't watch anyone else get a shot or blood drawn, nor can I handle the sight of my own blood in the vials, so I close my eyes until they take those vials away, etc. BUT, I am single, and when I was cycling, I needed to learn how to do the shots on my own. The first night I drove to a friend's house who happened to be a nurse, and had her watch me do it, to make sure I did it right. But, I knew it would be a huge inconvenience to have her or anyone else do the shots, so I needed to learn on my own. Here is what I learned.
That horrible 18g needle, the one that brings on heart palpitations, NEVER PUNCTURES YOU. It is used SOLELY for drawing up the meds from the syringe. If you use the ethyl oleate oil, or olive oil, it is slightly thinner than the sesame oil. You can even use a 25g needle. Otherwise, and when I started, I used a 22g needle. It wasn't bad, but I definitely preferred the 25g once I went to it. Now, esp. with the 25g, it takes awhile to push the oil in. This is actually a good thing. I found when I gave myself the shots, and I pushed the meds in very slowly, it hurt and bruised (which is the next day or so) a whole lot less than the few times I was at the clinic and a nurse did it. I think they push it in much faster and that made it lump or more. Who knows. I got to where I really preferred doing it myself. I liked the sense of control. And, the crinone I found really irritated my cervix and was very messy. I didn't like it at all. Not one bit. I much preferred the shots. I had more control and my RE could more accurately measure my P4 levels. That being said, he did also have me on that and the crinone gel on the last cycle, as he felt that could help.
All this is to say, that it really isn't that bad. I'm surprised that your clinic didn't go over the PIO shots with you so you saw the needles and were comfortable with it before you started the cycle. I think it was just too much pressure for you to have to do it for the first time without being fully aware of it all to begin with.