Quads are my favorite place to inject, before that, the first two times I shot quads blood came gushing out and spraying everything when I removed the needle, it was goddamn scary, I actually thought somehow I had pierced an major blood vessel and was gonna bleed out due to the sheer amount of blood that came out, this left me with a fear of ever doing it again that took a while to get over.
First make sure you got sterile gear, there's great thread by Massive G teaching you how to bake your gear to make ensure it's sterile. From what you described sounds like your gear was either contaminated or hit your a lymp node or even a injected into a blood vessel. After you make sure you got sterile gear, and that you are shooting in the proper place, it's just a matter of doing it.
You can try slin pins, you don't even feel it, but I suggest smaller gauge needles like a 25g or a 23g. Don't panic, just relax, swab the area, then stick the needle in. I find it a shot hurts a lot less if you gently push the needle in instead of "holding it like a dart and stabbing in a quick and swift motion." that's a tip I got from a nurse.
Good luck.