With any shot that goes into the muscle, the more you use the arm, the less it will hurt. People always say how much vitamin B12 shots hurt and this is why- it goes into the muscle. Flu shots, tetanus shots, into muscle. That's why they do it high on the arm- to ensure they get it into the Deltoid. Once someone told me this factoid about using the arm, I made sure I moved it around a lot and it really did make it better.
Maybe that is why I never have muscle soreness when I get the flu shot. I keep things moving.
I heard about the "keep your muscle moving" thing and I can 100% confirm that it didn't work for me. I tried to keep moving my arm until the pain was so great that I couldn't lift it anymore. The muscle simply stopped engaging. I then resorted to using my right hand to "pick up" my left arm and exercise it.