How can I stop the stinging/burning of my allergy shots?

I have be getting two allergy shots a week for several weeks. They sting and burn. Is this normal? People I enjoy talked beside said that allergy shots are not supposed to be painful? Help, please.How can I stop the stinging/burning of my allergy shots?
Allergy shots will regularly sting or itch for a while afterward, especially when the dosage starts to increase. Sometimes you will develop a large bump, approaching a giant mosquito bite. As long as it goes away inside 24 hours, and you are not having trouble breathing or swallowing, you are probably fine. Most clinics enjoy a number you can call near questions if you are concerned.
See if the nurse can use some topical spray and/or apply an rime pack right after you get the shot to facilitate. Also, taking an anti-histamine like Zyrtec a minute before you receive your shot helps dwindle the reaction too. (Before taking any medication, please check beside the doctor or nurse.)
My dr followed mine up with a dose of benadryl because I complained that it burned and itched so discouraging.
Sometimes mine did that especially if I came surrounded by contact with something I be allergic to - like pollen. I found that rime helps or a cold can of soda and the doctor give me a benedryl cream to use that helped.