Allergy question?

I have been seeing an allergist since 3/06. I have allergies to some dust and a few tree pollens causing seasonal allergic rhinitis. I am taking singulair, allegra, and astelin. I was getting injections twice a week but have stopped those on my own. Paying $50/week in copays is a bit excessive. I have done fine for the past month with meds alone. Have I built up an immunity or is it just because the meds are working and allergy season is over? The allergist still seems to insist I try to get the injections. Why do I need them if I'm taking allergy meds? Has anyone else done these injections? Do they work or is it a scam to get money? I live in CT by the way. This is supposedly the worst year ever here for allergies. Thanks for your help with this.