They can hurt if you're not used to them, or if they don't fit well... Or if you wear them for a long time...

[ High heels suck, actually? ]

But there are heels that don't hurt as much as stilettos like those. Try looking for a wedge heel. That's the one where the heel looks like... well, a wedge. That or a chunky heel might make you feel a little more stable if you're new to heels.