Hmmm, good question. I'm sure they feel pain. Any animal with a sense of touch can feel pain. The question is to what degree does it "hurt"? Pain is very much a psychological concept, and is intepreted by the brain, and is influenced by many things, such as expectations. A very basic example would be, what hurts one person, doesn't hurt another, even though it's the same injury. Or, if you've ever been really focused on something, look down, and see that your cut, then it starts to hurt. Anyway, because a lot of animals lack the higher brain functions that we have, they don't experience pain in the same "way" we do, I suppose. But they do experience pain.