One of the keys to hypnosis, self- or otherwise, is relaxation. That thing just irritated the hell out of me.
Many argue that there isn't actually any 'state' of being hypnotized; it all comes down to your mind wanting to do what it's told. Whatever it is, though, it works. Although I have a pretty high pain threshold, I occassionally have had to resort to it (I prefer it to pills). The most persuasive example that I have is one time when I had to play baseball with a broken finger. The only two times that I ever struck out in my life (on a swing) were my first two attempts that day with a splint on. Then I said to hell with it and took the thing off. I spent about ten minutes sitting quietly, telling my brain that from now on any pain signal that it received would be interpreted as heat. Got a double next time up, and it just felt as if I'd dipped my hand in hot water. There was no looking back after that. In the tournament the next weekend, I had to reinforce the suggestion between games, but that's all. The only thing that it doesn't work on for me is headache, because then I can't concentrate enough to perform it.