http://img513.imageshack.us/img513/9545/glutinj1kb8.gif
Take a look at that picture, it is much easier to understand than the drawings in that PDF file [Picture Wise at Least]. That is the injection site I used for depo. I've never injected anywhere but the two outer quadrant sides. You basically have to rotate around and picture the same picture in that link.
You have to get all the air bubbles out of the solution, I recommend first shaking it around a little bit then putting the syringe on and tilting it up. All the air will go to the top. Now you should push the solution enough till you see no more air bubbles in it, You can lightly tap your index finger on the syringe like in the movies. Make sure you push some of the solution out till it has no bubbles either.
You need an alcohol swab to clean the area before injecting. Wait a few seconds till it evaporates. Once you have done all of those steps you can go ahead and inject yourself in the outer quadrant of that picture. I never injected my self on my thigh, it seemed way too scary to do ..
Generally what I did is inject the needle slowly, I could not just poke it in with force/speed since I was scared >_>.. but anyways most people just poke in like that. I've noticed that some areas on the outer quadrant are more sensitive than others, at least for me. So if I were to poke and felt too much pain, then I generally did not push the needle in that area. Usually it just pokes inside and you do not feel anything, if just a mild sting. If the skin puts up resistance because you are poking slowly, I usually rotate the needle back and fort a bit like a drill and that does the trick. That is probably why other people poke in quickly than slowly.
The needle that comes with the injection should go in till the whole needle is covered by your skin. Then you hold the syringe with one hand and pull the plunger with the other. Check for blood, if there is blood then you hit a vein. If that happens pull the needle out wipe the blood off till it stops coming out.
If blood gets in the solution you should push it out of it. Try not to let it mix. You can try another time at a different area away from where you poked.
If you pull back the plunger and no blood comes out. Then you are good to go. Inject SLOWLY, take your time. Once you finish pull out and use another alcohol swab to clean yourself. Massage the skin lightly to help the solution be absorbed in the muscle.
P.S. Oh yeah don't hit the sciatic nerve, stay away from it. Make sure you rotate your body enough so you inject yourself correctly. Try do it as closely as possible as in the picture.