I am a diabetic and travel with a pen. The pen is labeled with the drug's name but the "prescription" label with my info is on the box, which I do not take. I have never had a problem.
Since the pen needs to be kept cold, I even travel with gel packs. I used to take the travel bag with the gel packs out of my carry on and put it in the tray, but now I just leave it (and my other meds) in my carry on. I do tell the TSA agent that I am traveling with meds and an injectable drug that needs to be kept cold, but it has never, ever been a problem. The TSA agents see these things every day. You will not have a problem.
You don't need to do anything special with the pen, at least not if you are traveling domestically.