Bone marrow transplant, is this very painful? If so, how painful?

Like a transfusion. Bone marrow transplantation is a long drawn out process. The marrow (or blood stem cells) is actually just infused IV like a blood transfusion. That's the easy part. Often high dose chemotherapy or radiation is given ahead of time. If the marrow comes from someone else then long courses of immune suppressive treatments are needed to control an inflammatory reaction called graft vs host disease.