Wayne,
 
If we're talking about the Epi-Pen(R) autoinjector, we even taught  how to use it in the American  Red Cross  Babysitting course to teen-aged girls when I was a volunteer with our local office in Laramie, WY.
 
Pretty simple.  Take the cap off the end where the needle is (it is clearly marked),  hold it like a pen (do NOT put your thumb over the end just in case you have it backwards in which case it will inject the epinephrine into  your thumb which can cause some serious contriction of blood vessels and potential serious injury to the thumb that might require some significant treatment).
 
Once holding it properly, jab it firmly into the outside of the thigh (this avoids the potential for injecting epinephrine near major blood vessels or nerves).  Hold it in place for about five to 10 seconds.  Dispose of it as you would any other sharps that may have contacted body fluids.  Best to wear simple protective gloves just for the "universal precautions" against transmission of blood-borne pathogens (you can buy them at essentially any pharmacy the purple or blue ones seem to be most readily available and do not contain latex which is good for folks with a latex allergy).  They are not very expensive.
 
Neal's suggestion about contacting a local ER to see if one of the docs or nurses would give you a run through is a good one.  You might also contact your local office of the American Red Cross and see if they can help you out with this.
 
You will also find fairly detailed instructions in the package insert that comes with the Epi-Pen(R).  There is a newer device I just heard about yeaterday that actually has a chip in it that talks you through the procedure.  Can't remember the name at the moment, but that one would be worth looking into.  Probably quite a bit more expensive than the Epi-Pen(R), though.  This isn't either neurosurgery or rocket science.  Patients with serious allergies to foods or bee stings, etc.. can be easily taught to administer it themselves.  However, if they go into anaphylactic shock with low blood pressure, serious wheezing and airway compromise, etc., someone else may have to administer the Epi-Pen(R) or other device because they may be too incapacitated to do it themselves.
 
Alan
Alan H. Hall, M.D.
Medical Toxicologist
ahalltoxic**At_Symbol_Here**msn.com