I agree with what these guys say, but I would start with the quads, since they are easy to see and work with for the first time. The only downside is they have more nerves/bloodvessels than the glutes....
I looked at the needle for about a week trying to do it & then one day my girlfriend and myself got into a big fight so I just went home and jabbed it right in! It didn't hurt at all so I never had a problem again.