Who is more resistant to pain?

who is more resistant to pain? Men or women?
The reason I ask is that I have heard it (endlessly) repeated (by women, mind you) that women are far more resistant to pain then men. This assertion has always struck me as odd since not one of the women who claimed this has provided a half decent argument to support it, yet they believe it wholeheartedly!
So, who is the more resistant, and why do women always believe it is them?