Pumping is like nursing: if it hurts there's probably something that isn't right. When you pump, do you see your nipples rubbing against the sides of the tube? If so, you may need to switch to a larger size of breast shield, or at least lube your nipples with olive oil while you pump. Alternately, you could be turning the suction up too high. Starting out on the lowest setting and gradually turning it up might help.
Coolest thing my big girl said recently: "How can you tell the world is moving when you are standing on it?"
Coolest thing my little girl sang recently: "I love dat one-two pupples!"