The first time you switch over from shaving it can be very, very difficult. Been a while for me but as I recall it took many small sessions over several days to get them both done. After that there was no problem and after a while you will not even notice since there are so many less hairs per session.
Someone told me to go get waxed before trying it the first time so all the pain is over with at once. Don't know, but that actually sounds like it would work.
Once you get over this bump in the road, it will never be as bad.