If you don't have a prescription for them, they are contraband just like if a cop found a water bong in your car. If you don't have some tobacco to go with it you will get slapped with a charge. Same here, if your doctor isn't prescribing you something injectable then you will get a fine. You probably won't get in much trouble but they will be watching to see what you are injecting (juice, cocain, heroin, meth). Just don't keep them in yor car or carry them around with you and you will be fine.
I usually buy and insulin needle safe bottle and chuck it in the dumpster when i'm done.