I am on them until 12 weeks. a heating pad right after helps..and honestly the pain is hardly there anymore!
I was on until week 6 then switched to crinone twice a day. The rubbing helps. I also put a heating pad on the area for 10-15 minutes after and that helped, too. But spots on my butt still hurt weeks later. I'm 10w6d now and just think week realized I wasn't feeling anything any longer. They're just rough injections, but they are worth every ounce of pain! God luck!
I took it through the 6th week then my RE switched me to a weekly hydroxyprogesterone injection through the 10th week. The massaging of the injection site after the shot worked well for me. Also simply putting good pressure on the area with the heel of my hand if it started hurting later. And "walking it off" helps as well...especially walking up stairs. :)
My doctor had me on it for twelve weeks. Be sure it's at room temperature, not cold, and massage the area after the shot. It gets so old, but it's worth it!
ps -- last IVF, it took months for my rear to stop being sore, even after the 12 weeks of shots were over.