I thought this was a great tutorial of how to correctly administer Progesterone in oil shots. I will add a few thoughts though...
1) "Flick" the syringe once you've drawn up the medication, in order to get rid of any air bubbles before injecting.
2) I'd like to emphasize the importance of pulling back on the plunger, once the needle is all the way in, to check and make sure you did not hit a blood vessel. If you did, you will need to pull the needle out and find another spot on your upper/outter buttock area (it's OK to re-inject yourself with your own blood, in this case, but like anything else, confirm with your IVF nurse first).
3) Some people skip the heating pad after these shots. I highly recommend using them, as the heat (in addition to massage) will help to thin out and disperse the oil, which will reduce the "lumps" at the injection site from repeated shots. NEVER use an ice pack with these shots, as the cold will make the oil congele, making the lumps hard and more painful.
4) Alternate sides where you inject, to give your buttock area time to heal and rest. These shots become quite uncomfortable, and can be quite painful, after several rounds of IVF. I had months of "phantom pain" long after we were done with IVF.