I think exercise is very similar, if you enjoy the sensation of "feeling the burn" because you have positive associations with exercise, you're not feeling pain the same way as someone who drags themselves there saying "I HATE THE GYM, I HATE THE GYM
I do think some people are far more sensitive to pain that others, of course, we are all different, I would also be the fatty crying out in a class to stop and having to take time out. However I know that its because I am not fit, and gradually after a few classes I will be hopping away with the best of them, loving the burn.
There are different burns. The burn when your muscles are working well and your pushing yourself and there is the burn when your muscles actually seize up and you cant physically go any further.
I also had a life long fear of CB but when it came to it, there was no where else to go or do, except get though it as best as possible and I can honestly say, when it started, I felt overwhelmingly calm, lots of deep breaths, massage oils and all the rest, pethadine and gas and air, and it was still horrific and awful. But I dint feel scared when I was in labour. I had a so called great first labour too, short and no intervention and no stitches.