Hurt, but i like it

So... I'm english again. Please, breath and try to enjoy :)

Since I'm massagist always tell to my client that "I will hurt you, but it is hurt good", and they always laught, but is true.
And then than (since 5 years ago) i read 50 Shadys of Grey and then, masters and dungeon... thats books only try to explain that pain is other way to enjoy, well... not enjoy in this meaning.
That i try to say is that when i do massages my client always said me "Oh my good! I feel good!" and i'm doing hurt, but it is different because is a controlate pain.  Even in winter when we have much cold, we put very very near to the stove for feel the hot and burn us a little.
All is the same, but write or saying the diferent ways.