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Here's what to do, sit down with your feet relaxed, measure for fingers width up from your knee (towards your thigh) pinch the skin and inject in the middle of the pinched skin. (Alternate between your right and left thigh after each injection)
Note that the optimum place for the insulin absorption is the tummy (fastest absorption) so simply monitor your bg levels for the first days of trying your new injection site.
Hope you won't feel anymore discomfort.
When on injections I'd inject quick-acting insulin in my stomach & arms and basal in the legs and bum, the following has a good illustration showing the areas where you can inject insulin and gives some injection tips and advice: