Epilating shortly after a hot shower is a good solution (make sure your skin is dried off though). The heat opens up your poors making it easier to rip those suckers out.

Also, I have found that it helps to trim them short before epilating. You will get fewer of them per session, but because of that it becomes less painful. You will need to epilate more often in the beginning - once or twice a week - till you get them as they grow in. Also, after the first few hair cycles they come back thinner and lighter, less dense, and are easier to pull out (less painful). I have also found that afterwards wiping with a cool damp cloth helps to relieve much of the stress to the skin and then a moisturizer helps to minimize the redness and bumps.
It gets progressively easier, but you do have to keep maintaining once every few weeks, otherwise the new hairs continue to thicken and get stronger and you have to go back to square one pain levels.
Have fun with it.
Deanna