I have had it done at least 3 times in my shoulders. For me the worst part was trying to get that needle in the right spot to inject the dye. I am a large girl and I think that made it more difficult. They put you in front of a Fluoroscope (an x-ray type unit) and unfortunately with a large needle try to inject the dye in the right spot. I nearly passed out 2 of the times.
I try to close my eyes and rest and imagine quilts I could make during the actual imaging. Like the others have said, see if you can take something firs.