To answer the initial question, yes, blue balls hurt. It can be mild but the first times you get blue balls it seems to be the most severe. I could only akin to a pulsing blunt intense pain, a pain that is different from any other pain your body feels, unless you've just injured your testicles. The pain is strange because it is outside of your body, and it can hurt very badly.
The only things that can be done to cure blue balls are to wait it out, which can take 4-5 hours, but the most efficient method is ejaculation, which releases the pressure.
If a girl was giving me blue balls intentionally, I would be mad. But I've never came across a woman so cruel! Any man who is in a relationship, who gets mad about his girl giving him blue balls often, is a fool. Obviously she doesn't want to have intercourse, or something of the like. But he does, you can't blame him its instinct, and only natural. Maybe this relationship isn't right for him or her.