As long as you keep using new pins and sterile compounds you shouldn't be worried. Sometimes my quad injections are painless, others sting more than a little.
Everytime is a little different but it gets easier everytime. Its a shot so expect it to be a little sore afterwards for a couple of days. It also matters how much oil you shoot. The most I ever shot in my quad was 2.5 cc at once. Now if you hit a nerve, that shit hurts bad.
Only time I ever hit one was doing a quad injection. The pain stopped me in my tracks.