It's a pretty simple process.  They will give you one or more
sub-cutaneous shots (dosage based on your body mass), then monitor you
for approximately 30 minutes to make sure that you don't have an
adverse reaction.  The med is pretty viscous, so it takes a while for
the practicioner to inject it, especially if it's cold.  If the
practioner is new to this (there is a bit of technique to it), they
might not be aware that it's a much easier process for all concerned if
they let the med warm a bit before injection.

Piece of cake, although it didn't seem to help me that much (I quit it
after  a bit over 6 months.  I couldn't justify costing my insurance
company $1200 every two weeks for nothing).

There is a Yahoo Xolair newsgroup that you might want to check out.

Hope that it works for you.