Starting Biologic Meds for RA / Lupus

I called my rheumy yesterday to tell of new pain that i am experiencing in the my shoulder and right hip.  He currently has me taking imuran as i was allergic to methotrexate, but to no avail.  As soon as he got my call yesterday, he set up an appointment for me to come in today to start a biologic med.  I do not know which one yet, but I am very nervous about what is coming.  My understanding is that all biologic for RA and/or Lupus and injected and I am not sure if I can do it.  Is there anyone out there that has any experience with these type of meds and are they working for you?  I'd take just about anything at this point to get rid of my pain, weakness and that general ill feeling that seems to follow a vast majority of us.