We were never trained and now my husband can do them and I do them myself as I travel a ton. The first thing I will say, for me this is no big deal. I was terrified of IM injections mostly because of the stuff I read in user groups online. Once I got over the fear -- it has been easy. Whether he does them, I train a random friend or I do them, we've never had a problem. My first cycle we iced the area for just a minute and then used heat afterwards. Then I honestly got tired of doing that, so, now no ice and heat only when I am home and it is convenient -- no worries if I am not but I will massage the area a couple minutes until I get bored if I don't have heat.
The biggest thing I recommend is have someone draw you circle targets so there is no guess work where to put the needles. Then giving the shots is easy and the procedure gets easier the more you do it. Honestly, minute clinics can help show you how, as can any nurse at your GP's office etc. I'd call and explain the situation and if you are concerned about getting trained, have them help.
My secret combination: I prep all the shots myself (I'm a control freak and want to know the right amount of med is getting into me). Then, if hubby does the shot I lay down and turn in the toe of the leg he's going to inject the buttock of... that helps to ensure you relax the muscle rather than tensing it. If you prefer to stand transfer the weight to the non-shot leg. If you give the shots yourself, I prefer sitting on the edge of the bed and being able to contort to see my rump. When I told my nurses I was going to do them myself they all acted like I was really brave or maybe crazy -- it was really easy to do. I take a few deep breaths and my signal with hubby is he can do the shot as I exhale -- usually on my second or third breath. I have little pain from the shots. Sometimes none sometimes some pinching. Its worst when they are nervous and move slow or move it around. Just suck it up and say he's doing great... it gets easier and better. The only pain I have is the general soreness -- similar to after a flu shot but not as pronounced -- but it is your rump so you'll feel it as you get a couple weeks into the shots.
Sometimes I pull out the needle and nothing happens... sometimes it is a blood gushing mess. Just have a tissue/bandaid/handy to catch it and don't be scared if you bleed.
I'm sure many of us would be happy to give you more support if you need it... just ping. You might even live through someone on the board who could help the first time.