
In your hands you have separate sensors for heat, cold, and pain. Here's what happens when you touch something hot and cold at the same time. Pain will vary because of the involved temperatured and your brain because how your brain is reacting will change everything. For example, one of the stories I've heard is having a worker as main characters. One of this worker's boots was pierced by a nail during worktime and the guy started to scream because of the pain. He was taken to hosptal and the boot was cut in order to help doctors to treat the wound, a wound that did not existed because the nail was not touching his foot - his brain was feeling pain only because it computer that the nail was hurting the foot and it was ignoring the sensations from the foot itself.
The conclusion is that brain is very complex and pretty often can react very differently that how you think it should react. We all constructing our reality in different ways from what we are getting through our senses and each brain is interpretting them different. So think about it: is pain made in the brain?