My brother in law donated for my wife. He went through about 5 days of injections which makes the marrow travel to your blood stream. The shots do cause some bone pain for a few days. They then hook you up, remove blood, filter it and put it back into you. They end up with a small bag.
As far as I am concerned, it is a small bit of discomfort knowing you could potentially save a life. The person most likely getting it is in a lot worse pain than you will be.
EDIT: I just read what that link above provides. There was no needle involved or anesthesia. It is strictly like giving blood. No hospital stay etc.