Insulin Bloats

Ever since I started using the pump about 2 1/2 years ago I've used my stomach and lower back as my only Site areas. the other day my Doctor told me I have to use other areas. I'm still extremely nervous to using my arms (I cant help but feel it will hit the muscle :s). But I guess I can do my legs..

The only problem is, I dont exactly have the thinnest thinghs, any ideas of how I can keep the insulin from bloating my legs?

Also. Does anyone have any idea about exercises that will remove the insulin pockets in my stomach?