Also, my diabetes educator told me never to get closer than 4 inches, which you can approximate with your four fingers side to side, to my navel. The vascular there is different and absorption is different than at other places on your abdomen. Cold insulin also can hurt when its going in. I have a lantus solostar pen and I always leave the two pens I am using out of the refrigerator now. I keep them in my purse, then I can inject even if we are out.
I agree with the always stop if it hurts philosophy. Move to a different place at least two inches from where you were and then inject what you have left of your dose.