Worried non-painful progesterone

I'm on week three of makena- progesterone supplement shot. I'm worried I'm not giving myself the shot correctly. I had the nurse do it the first week and she taught me how, I've done it myself the past two weeks and I'm just not in as much pain as everyone talks about. It does not hurt at all when I'm going it (it didn't hurt when the nurse did it either) after I'm slightly sore but can kinda just walk it off.