Hi Philly,
You are absolutely right, as are the others. This is my 2 cents psychological and physiological explanation. I know psychology, but not a whole lot about physiology, but this is what I have learned while getting my education in psychology. . . Adreneline is released (aka epinephrine) during stress. The sympathetic nervous system is responsible for the stress response (think s for sympathetic and stress). The parasympathetic nervous system is responsible for the opposite effect (think p for para and peace). When your body reacts to stressful situations, it is preparing you for fight or flight. This includes increased heart rate, constricted blood vessels, increased breathing rate, blood moving away from the extremities to larger muscles, and increased sweating. A real stressful event does not have to happen to activate this response. You can be just worrying. (I've done this lots!) 
It makes you ready to fight or to flee. This can cause more pain. Maybe it even makes muscles tighter (don't know) When we react to pain with upset or anxiety (which is pretty normal), this can cause the sympathetic nervous system to react and there you go - a vicious cycle.
The parasympathetic response is opposite. This is why things like tai chi and yoga (like Choc chip said) or meditation or visual imagery or prayer are helpful. (anything that calms and quiets you down and slows your breathing will help).
It is also helpful, like choc says, to do things you enjoy that help you ignore y amount of pain.
Hope this helps. 
Hey! I remembered all that - not as foggy today. hooray!