I'm not sure there is a study about directing attention to pain, but there is a video game being used to reduce pain, presumably by directing attention away from it.

http://www.hitl.washington.edu/research/vrpain/

Edit: From the page:

Patients often report re-living their original burn experience during wound care, SnowWorld was designed to help put out the fire. Our logic for why VR will reduce pain is as follows. Pain perception has a strong psychological component. The same incoming pain signal can be interpreted as painful or not, depending on what the patient is thinking. Pain requires conscious attention. The essence of VR is the illusion users have of going inside the computer-generated environment. Being drawn into another world drains a lot of attentional resources, leaving less attention available to process pain signals. Conscious attention is like a spotlight. Usually it is focused on the pain and woundcare. We are luring that spotlight into the virtual world. Rather than having pain as the focus of their attention, for many patients in VR, the wound care becomes more of an annoyance, distracting them from their primary goal of exploring the virtual world.

The thesis of the article suggests that by directing attention towards pain, it gets worse, while directing attention away from pain can reduce it. This seems to be a testable hypothesis. Is there any study about this?

Random anecdotal evidence: I used to do a lot of fire performance, and this was definitely true for that. Once you knew that the weather conditions were such (humidity makes it burn hotter) that you could hold a transfer til it went out on its own (and had the experience to do so), then you could just ignore the sensation, and barely feel it (since you didn't have to track when you had to put it out yourself).

IF however, you had to put it out yourself (because you're either not ready yet to hold it til it goes out on its own, or if weather conditions are bad or unknown), then you would have to maintain some awareness/focus on the feeling. The sensation would remain minimal, until it reached a point where you had to pay attention to it (to put it out), and then it would instantly jump to pain-level.

(Note for those who are interested: The first step with dealing with these sorts of painful sensations ISN'T to direct attention elsewhere, but rather to first to get rid of fear. Fear leads to attention, and maximizes pain. Lack of fear leads to the ability to NOT pay attention to pain.)

Yes, a lot of work has been done, and it is a hugely controversial area.

From my reading, the balance of evidence suggests that people can indeed exacerbate their pain by focusing on it, which is why I included the example in the article.

Whether training to ignore the pain makes it go away is harder to say. Some studies suggest that it does, some that it has no effect. Metastudies generally show no statistically significant effects - but I think people here already know to be wary of statistical significance as an end-all. One certain thing is that pain has its own rules, and utilizes several pathways that are not skill-like at all, which makes training it away somewhat iffy.

My colleagues who work on neuroscience of pain tend to be skeptical. Pain specialists I've spoken to tend to really like the approach; from what I hear, it has an unpredictable efficacy level (which could indicate that the effect is in large part placebo-based), but it often works extremely well.

A popular review that extolls the method is Morley et al. in Pain (80) 1999. Several self-help books on the subject are often recommended to patients by pain specialists; John Otis's "Managing Chronic Pain" is very popular.

As for the somewhat-opposing view, check out this Cochrane review (Cochrane is generally a highly reliable source) which shows much smaller effect size (although there still is a positive effect): Cochrane Database Syst Rev. 2009 Apr 15;(2):CD007407.