I had some "teething" as my wisdom teeth came in. It's painful, and causes a fever, but babies have no understanding of why they are in pain, and no way to deal with it. As an adult, it's not fun, but it's manageable and much less scary.
Have you had your wisdom teeth grow? I figure this would be the same. With mine it wasn't a particularly pleasant experience, but it wasn't too bad either - and if it's the same with that new treatment, I'd be willing to take the pain over the alternative of staying toothless when I grow old.
I guess that ideally you don't feel anything at all, but I've heard from a few people that there was some itchiness and irritation, which mirrors my experience, so...
Crying isn't always about pain. Babies can't talk and don't have the capacity to realize what's going on. A lot of their crying can simply be chalked up to the frustration of not being able to communicate, not necessarily from pain.