Kids feel less pain if they are told in advance how much something's going to hurt. Carl von Baeyer and his students at the University of Saskatchewan studied 60 children having their ears pierced. Half were told by a parent to expect a "medium" amount of pain, while the others were not told anything. The kids that were forewarned reported much less pain. (Behaviour Research and Therapy, vol 40, p 253). "The best policy is to tell them honestly what it is going to be like," explains von Baeyer.
From New Scientist magazine, vol 173 issue 2327, 26/01/2002