Hey Hazem,
''The other extreme is a division manager for a large publishing company. He has a severe case; he takes about thirty times as much insulin as the fellow mentioned above. But he is not living to be sick. He is living to enjoy his work and have fun. One day he said to me, "Sure it is an inconvenience, "but so is shaving". But I'm not going to think myself to bed." When I take those shots", I just praise the guys who discovered insulin."
1) ''Sure it is an inconvenience, but so is shaving'' = Firstly, you should know that ''shaving'' is the act of having your facial hair shaved off (both the bear and moustache) in order that you can be neat and clean-shaven! it is considered to be something a man usually has to do!
So, in this case, the person is stating that administering medicine (injections of insulin) to his body every day is something as inconvenient as the act of shaving'' = (in both cases) inconvenient though it may be, it is fairly needed!
2) ''When I take those shots...'' = in this case, you should know that ''shot'' is a word which is also used to mean ''a hypodermic injection'' or ''a small amount (of something) given or applied at one time''. So, the meaning of this sentence equals to ''When I inject myself with (injections of) insulin...''
Hope you have understood! :)