I used to work at a hospital that did many IUD insertions/removals/replacements. From what I understand (no medical training here) most people find removal less painful than insertion.
Maybe call a women's hospital and ask to speak to a nurse about it. Working reception I found that 9 times out of 10 people who were concerned about a minor procedure felt a lot better after speaking to a nurse about what will happen.
If I remember correctly, women who are especially sensitive sometimes have a local anesthetic injected in the area. If you had a painful experience with the insertion, you should definitely discuss that with someone when you schedule.