That is most certainly something odd, are you sure you are following proper procedure? You sound like you are being insanely rough with your injections, I have honestly never heard of anyone leaving permanent scars unless they were shooting heroin in which case they really do not care and shoot such substances aggressively. You should probably try being a little more gentle and make sure you clean the area and the needle appropriately before use. I know a lot of people that are diabetics that do not clean and end up with scars or infections from it. Just take care and follow procedure and you should be fine, and make sure your using a product you have done a lot of research on.