While the treatment itself does not usually hurt, it can cause teeth to be extremely sensitive, which for some people can actually feel like it is hurting quite bad. The treatment is expensive and the results last for around 2-3 years generally.
The procedure is usually done with a blue light and whitening gel. This whitening gel has low levels of hydrogen peroxide which is what actually bleaches the teeth. In order to protect your lips gums, an isolation material is used before the treatment starts. All in all the treatment lasts around one hour and then you are ready to show off your new look.
If you do experience any pain after the treatment, try taking some paracetamols. If these do not work consult your dentist and see what he/she says. If you still aren't happy consult your GP and see what they say. Overall though, this treatment really shouldn't hurt and it should only leave slight discomfort afterwards.