The injections that they get are in the lower back, deep into the muscle and they hurt terribly. Did your vet put him on prednisone or Doxycycline? I also have given pups pain meds for the first couple of days. You might want to ask your vet about a pain med if he is uncomfortable. My vet gives Bupranex.
Please do keep him quiet! That is ultra important during HW treatment. Crate rest is best....if I get a pup that stresses in a crate, I keep them tethered to me whenever I am sitting for a period of time so that they can be out of the crate. Usually most of them are ok in a crate.
Here are some links with information you might find interesting:
02 Heartworm Treatment - VeterinaryPartner.com - a VIN company! American Heartworm Society
Bless you for taking such good care of him!! He is a lucky boy to have been adopted by you.