Phantom limb pain is the phenomenon in which people who have lost a limb still feel pain as if the limb were there. In any case, the brain wants it's limb back, and it keeps trying no matter how unlikely it seems.
However, as shown by Vilayanur Ramachandran in his2007 TED talk, one can actually fool the mind into "accepting reality"
All too often, nagging pains and problems are illusory, but yet we cling on to them despite knowing intellectually that we're suffering because of it. Worst still, some people try to rationalise their plight while denying their pain (he beats me because he loves me) .
The first step is in recognising that the pain exists. The hard step is in believing a new reality. What could be more fun?
 I'm sorry if this offended anyone, but a strong example got the point across better