1. Get an Accu-Chek Multiclix Lancet, Alison - you never see anything pointy!
2. for Zulu
You may read somewhere that pressing an ice cube on the spot before you jab numbs it a bit - whilst this is true over the years I've established that jabbing into any of my skin anywhere that is wet, stings like hell. So if you do that, make sure you dry it first.
But then if you think more about it, when you are anxious, you get clammy - it's autonomic so it will happen, but also the anxiety/cortisol/adrenaline produced causes your heart rate to rise and that means the bloods flowing round like bonkers in every square mm of you - so your nerves will be all pumped up and ready to go and it might hurt like sheet.
Now - I wonder whether that's what happened to you when you first had to do it? I know full well I needed a bath after the first time I had to do it whereas it never ever bothered me at all someone else jabbing me prior to diagnosis and after, so I was able to rationalise it and calm myself down each time, once I was in my own home, that is! because your brain eventually catches on that it's perfectly OK.
What helped me tremendously actually - yes even with a glass/metal syringe and a metal hedgestake long needle - was, that the very first insulin jab I was given (by a nurse in hospital) I never felt at all. I had closed my eyes, I wasn't at all used to being in my baby dolls in a hospital bed and them going for the thigh! LOL and I felt her swab, then put her hand on me, then swab again. I opened my eyes and had to swallow the words that I was just going to say, which were, "Stop messing about, woman - and (bloody well) get on with it!!" - only to see her putting the empty syringe into the kidney dish adjacent to my head on the bedside table. Gobsmacked.
You sure aren't doing yourself any favours by setting up a vicious circle here, so I'm really really pleased you have asked for help and truly hope that something someone has said, will help you.
Good luck!