http://www.armytimes.com/news/2007/10/airforce_powers_071022/
"“I remember being pretty pissed off,” Powers recalled to Air Force Times. Adrenaline throbbed in his veins and blood soaked his shoulder. A medic, Spc. Ryan Webb with the 118th Military Police, was tugging at his arm, demanding that he “sit down, calm down and leave the knife in.”
The knife? What knife?
“They said, ‘You’re stabbed’ and ... I remember seeing the handle,” Powers said. “There was no pain because the brain has no pain sensory nerves. It was all surface, like someone punched me in the head.”"
there you go, testimony, it doesn't quite hurt as much as you'd think.