Does it hurt? I would venture to say yes. It's a needle going through your skin.
If you decide to do this, go to a reputable Body Mod shop. I would strongly not recommend getting the DIY kit. I would venture to say that the type of woman that would be attracted to that would be a younger one, but I could be completely wrong. Also, keep in mind the possible repercussions of having a mod on your face. This may decrease your odds of getting a certain job. Whether you like it or not, people judge other people based on appearance.
Edge Tattoo is a shop near you
http://www.edgetattoos.com/, check them out. Don't be afraid to talk to the piercer about it. Shop around, if you don't like the shop, go to another one. Be careful, I've seen some messed up infections come out of poorly done piercings.