Well, i'm going to use logic to solve this one.
Pain originates via stimuli on skin or tissue. Males have more pain receptors than women, so men get 1 point.
The paint travels down the central nervous system, men have slightly more pathways, but not all of them are for pain signals, but it's still enough. 1 point to men.
The pain gets to the part of the brain that causes the sensation of pain, I did a bit of research and it's totally up to the persons brain to which decides whom gets most pain. So I guess that's 1 point each.
The pain then ends up shooting to the afflicted area. The male pain receptors are smaller, so men feel less actual pain, however womens receptors are slightly bigger by comparison, so they feel more profuse pain over a short area, while males feel more spread out pains over a larger area... So I guess you can draw your conclusions about who gets the most pain. Because personally I'd go for the smaller area of pain being more painful, but it's up to you.
NOTE: I'm using complete base examples of a male and female, so please don't flame me about the possibility of their being female body builders that can take a horse shoe to the face without flinching, I don't care.