Benedetti et al. provide an interesting review of the nocebo effect (the anticipation of pain enhancing its magnitude). This is the opposite of the placebo effect, where a more positive expectation can lower perceived pain. Their article (PDF here) provides some interesting graphics of brain imagining showing this effect, and discusses relevant brain receptors.
Recent experimental evidence indicates that negative verbal suggestions induce anticipatory anxiety about the impending pain increase, and this verbally-induced anxiety triggers the activation of cholecystokinin (CCK) which, in turn, facilitates pain transmission. CCK-antagonists have been found to block this anxiety-induced hyperalgesia, thus opening up the possibility of new therapeutic strategies whenever pain has an important anxiety component.