I have been referred to a haematologist for further tests and the doctor mentioned?

that I may need a bone marrow biopsy. They suspect I may have lymphoma. I immediately hit the panick on and Yahoo answers and other sources say it's a painful procedure and others say it's painless as after the skin is aneasthatised that the bone has no feeling. Who's right? I cancelled all further appointments as I don't have a high tollerance to pain and now feel stupid as I may have jeopardised any chance of getting better. Has anyone had a bone marrow biopsy and what was your experiences? I have been back to my GP expressing my stupidty of cancelling the hospital appointments and she said they could give me something to help with my anxiety and relax me. Is it neccesary or am I being a coward? I would love to feel normal again and stop taking steroids etc..Anyone else been in the same boat? Thanks.