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.