Do you mean Glatopa which is the generic version of Copaxone ? If so itching is a common side effect of Glatopa. If it continues to be a problem than you should consider contacting your Doctor.

Following was copied directed from the Glatopa website : http://www.glatopa.com/
"The most common side effects in studies of glatiramer acetate injection 20mg/mL are redness, pain, swelling, itching, or a lump at the site of injection, flushing, rash, shortness of breath, and chest pain. These are not all of the possible side effects of glatiramer acetate. For a complete list, ask your doctor or pharmacist. Tell your doctor about any side effects you have while taking Glatopa."