Here's something I do a lot of at work: injecting sea urchin eggs. Someone in the lab set up a video camera through the microscope to take this video of injections. You can see some eggs in sea water that have been stuck to the petri dish in a neat row. The eggs are about forty microns across, just barely large enough to see them with the naked eye as tiny specks in the plate. When an egg is fertilized with a sperm, it very quickly (within one minute) raises a membrane that prevents any other sperm from getting near. (A human egg doesn't do that, but it has other mechanisms to ensure that it's fertilized by only one sperm.) You can see in the video that all these eggs are fertilized except one at the very top of the frame. In about an hour and a half the fertilized eggs will all divide into two cells, and then there'll be no stopping them. In twenty-four hours they'll be cute little embryos, hatched from their membranes and swimming around the dish.
But first the little suckers get injected! In this video a microscopic needle lowers into focus. The person doing in the injecting has various fine controls that move the needle around. He rests the needle against an egg and then hits a foot pedal that forces a tiny amount of air into the needle, forcing an equally tiny amount of injection solution into the egg. You can see the light gray puff inside the egg where dense egg cytoplasm is suddenly displaced by less dense injection solution. There's no sound in the video, but in real life each injection makes a satisfying click-whoosh sound, and the whole thing is vaguely like playing a video game. I enjoy it. :)
What do we inject? Lots of stuff, but the most popular is a big piece of DNA called a BAC. The BAC usually contains a sea urchin gene of interest, and it also contains a gene from a jellyfish for green fluorescent protein (GFP). If all goes well, the injected DNA will use the sea urchin egg's cellular machinery to make a hybrid protein-- the protein from the gene of interest, and GFP that glows green under UV light. Then when the embryo's developed a bit, I can slap it on a microscope slide, turn off the lights in the room, shine a UV light through the slide, and see where the embryo is glowing. That tells me where the gene of interest is expressed.
That's the simplest experiment; there are also more complicated ways to use injections, but this post is plenty long already. Here's the video. :)