When we say "no" to the Yetzer Hara and we feel pain, that is not our pain. That is the Yetzer Hara in pain. We are striking HIM where it hurts. And sometimes, when it takes real Messiras Nefesh to turn away from the bad things we used to do, that taste of "death" we may feel is the Yetzer Hara DYING. The only reason we feel it so strongly is because he has become so attached to us through the addiction. But he is dying, we are feeling HIS "death throws" while we are beginning to LIVE!
So when you feel pain, rejoice!
"Zeh Hasatan Holech Le'misah - Va'anachnu Nikanes Le'chayim Tovim Aruchim U'leshalom!" - "This Satan goes to his death, and we enter to a long and peaceful life!"