You can get local anaesthetic. I have had fillings lots of times, and I always say yes to the anaesthetic, I tried without it once, and that was too uncomfortable.
It doesn't really hurt much, slightly uncomfortable, as if someone is pinching you; only in your teeth. The worst part is that you'll have your mouth full of equipment, and you aren't really able to swallow. I often get these pools of water in the back of my mouth, and then I have to fight the urge to swallow. [Fellatio joke]. But you shouldn't worry too much about that, they have stuff to suck up the water.
Edit: Funny story: I actually bit down on the drill while the dentist was working once. That rather hurt. Don't do that.