The following is a theoretical discussion. I would appreciate any improvements and suggestions, especially from people who actually experience chronic pain. I hope to evolve this page to a useful guide for all people in pain.
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A few years ago I noted the 5 methods we have of controlling pain.
I use the letters DRRPP to remember them.

Positive thinking

Distraction: Concentrate your attention on things more interesting and more important than the pain.

Relaxation: Think yourself into a relaxed state of being.

Re-interpretation: What is pain? It is simply your body telling you that you need to pay attention to something. What if your body is mistaken? What if it is a false pain or if it is a pain with false urgency? Shouldn't you then be able to acknowledge, and then ignore the pain?
What is pain? It is simply your body telling you that some part of your body is being stressed. What if the stress is good for your body? Shouldn't you then be able to acknowledge, and then ignore the pain? What if the stress represents actual damage to the body. Shouldn't you then be able to acknowledge the pain, and take steps to remove the cause of damage?

Positive thinking: How do we have positive thoughts rather than negative thoughts. A friend sets a very good example.

In Sept 99, she was approved for long term disability. Her diagnosis was Cervical Spondylotic Radiculopathy; it's very painful. She also has four disk bulges (cervical and middle and lower back). She has to use crutches (or her mother's four-legged cane) because her legs and/or knees keep giving out on her. She also lost her hearing in her right ear. She needed to get her hearing tested and next to see a hearing specialist. She's working with Brigham & Women's Hospital Pain Management Center, as well as other doctors, to try to get back to work again someday.

Her positive outlook shows when she says:

The good news is I still live on this beautiful planet Earth, and have enjoyed seeing the sun come out every day this summer and having time to read my gardening books. I can hear out of my left ear, and have enjoyed listing to my classical and meditation CDs. I'm appreciative of having so many wonderful friends who have called, written, visited, or taken me to and from my doctor appointments. And I appreciate going to movies in the afternoon, when the price is right.

Placebo: It seems as if faith in our body to heal itself enhances its ability to do so. This is not so much a magic as it is a simple recognition that our brain gives commands to the body. We should be wary of what commands we unconsciously give to our bodies. If we believe that pain is unbearable, we are telling our bodies to transmit pain messages. If we believe that we can control our response to pain, we are telling our bodies to moderate the pain messages.

Here is another web site discussing pain