Yea it definitely sounds painful but I'm sure you are correct that it's no big deal b/c the needle is really small and it only requires microgram levels of Alprostadil. Alprostadil is a prostaglandin called PGE1.
Even though it works differently than the afil range of phosphodiesterase inhibitors (PDE5 particularly) it essentially does the same function, working as a vasodilator in a very similar way.
As I said earlier in this thread the entire issue with ED, from a purely root physiological perspective, is that one doesn't get blood flow into the penis (corpus cavernosa).
The "popular" ED drugs such as Viagra, Cialis, etc... work by inhibiting PDE5 enzyme receptors which block the breakdown of cGMP to inactive GMP. Thus, the available nitric oxide (NO), created by sexual stimulation/thoughts from endothelial cells/nerve endings, is able to keep churning out cGMP faster than it can break down which is important b/c cGMP relaxes the smooth muscle tissue and allows blood to flow into the penis (allowing a strong erection). Men who have ED typically don't make enough NO.
There are other pathways with can lead to vasodilation. Another one is through PGE1 (Alprostadil) which works on the cAMP channel (note that is cAMP not cGMP; no, this is cyclic adenosine monophosphate).
cAMP is syntehsized from something many of you might be familiar with if you workout a lot: ATP (adenosine triphosphate). If you don't know what ATP is maybe you will know what Creatine Monohydrate is (sold at GNC and such)? Many people buy it and do a 3-5 day "loading" phase for workouts. The reason they do it is b/c the Creatine loading will cause increased synthesis of ATP in muscle cells. Creatine is found naturally in certain foods too (i.e. red meat). The resulting ATP is a powerful intracellular energy carrier. It fuels muscle contraction, ability to lift more, do more, provides energy, etc. More on this below, I have a postulation about it regarding ED drugs (though it's merely an untested hypothesis at this point).
Just like cGMP there are also phosphodiesterase inhibitors that have an affinity for hydrolysis of cAMP into inactive AMP. You don't want that because cAMP, very much like cGMP, also relaxes the smooth muscle tissue of the corpus cavernosa allowing plenty of blood to flow to the penis (faster than those PDE enzymes can break it down). Unlike Viagra, Cialis, Levitra, etc... which block PDE5 (mostly), Alprostadil (PGE1) blocks the phosphodiesterase (PDE) inhibitors that act as hydrolases to cAMP, specifically those are PDE 4, 7, and 8.
I also have a theory that loading with creatine monohydrate, bought from your local GNC or HEB, which would result in increased ATP production, that it could also result in more sustained or better quality erections for any men who might be using Alprostadil medications. Why? Remember that I said cAMP is synthesized from ATP? Therefore, I have reason to believe that if you loaded on creatine for a few days, just as many weightlifters do, you would increase concentration of ATP in the intracellular muscle tissue, and as a result your Alprostadil medication could synthesize cAMP even more readily. It's just a hypothesis at this point. But it could very likely work.