What are you on thats causing pain? Just generally speaking, taking care to avoid extravasation of whatever is being taken.
Some substances seem to be worse than others for that. In my experience, morphine has to be one of the worst, if I miss a bit and dump some of a shot into tissue instead of a vein it burns like fury; producing a large patch of hives, it doesn't last too long. Although compared with, for instance, oxycodone, which causes almost none of the stinging, smarting and itching that comes with missing with morphine, H, dipropionylmorphine and their close relatives.
What I hate though, is a miss in the feet, unless I quickly apply some corticosteroid ointment and a dab of voltarol (topical NSAID diclofenac gel), as it leaves the foot sore and makes wearing shoes no fun at all if a miss makes them swell. I already have enough annoyance with my feet and ankles swelling, due, I think, to pompholyx, as that leaves my feet/ankles all swollen and painful during a flareup.