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Talk to him. Calmly tell him that what is happening is to help him. Whether or not he understands you to debatable. If you know that you told him, then at least you know you tried. Also, as @Satosora said, be there with him during it if you can.
bringing his favorite toy might help, too. Also, you could cone him before he goes in, so that he gets used to the cone and he wont see the vet give him a shot.
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