I've been doing the progesterone shots for about a week now and this is my second IVF cycle. They are not fun but my husband is pretty good at giving me the shots. So most of the time it's not too terrible. I have never gottn dizzy or sick to my stomach from them though.
It might be you're having a different reaction to the stress of receiving the shots. I think they call is a vasovagal reaction or something like that.
Regarding the soreness, I'm assuming you're switching sides each day for your shot, right? I've heard people putting an ice cube on the injection site just prior to the injection. I'm not sure there's much you really can do though.
By the way, be prepared for the welts on your back side to be there for a very long time. Mine were there for at least two months after I stopped taking the shots. It'll feel like a golf ball back there with all these little dimples and raised bumps.
Just keep in mind why you're doing this and it puts things into perspective. :)
Goood luck to you!!

I didnt get any side effects from Progesterone. That is beside soreness in the injection site, but that was expected. Icing it before the injection might help with the injection pain per se; my RE nurse said to use a heat pad to help with the soreness afterwards. I am 11 weeks pregnant and still getting my progesterone shots, I dont know if I am used to them by now, but I can barely feel the soreness anymore.

Hope the heat helps...:)

I am doing the shots right now. My bottom hurts later in the day but not right after I give myself the shots, but I have not been sick to my stomach or dizzy. Just really tired this time around. Good luck to you!!

I did the progesterone shots for a long time! The trick I used was that my hubby would get really hot wash clothes and "heat" the area where the shots were going to go for about 10 minutes. I can't say that I didn't feel them all the time but I think that it did help. Once he gave me the shot he would put another wash cloth on me and deeply massage it in. That would eliminate any lumps that you could develop with the oil. I was actually told not to use ice by my RE but I've heard a lot of people do.

Good Luck --- I don't think you ever get used to them I know I didn't!

Thanks ladies. Flora I was also told not to use ice. Last night I did use a heating pad for about 10 minutes before. After the shot I used a hot wash cloth and this morning I have alot less pain then yesterday. I also leaned on the heating pad for about an hour after. Thanks so much for all of the tips and suggestions. (Oh and the sickness was from the other antibiotics they have me on, but I do wake up every morning at 4:30, have to use the bathroom then I am wide awake. Did anyone ever experience this?)