Depends on how many you're getting and how you're getting it done. For one piercing done with a needle, it doesn't really hurt that much. Expect about half a second of sharp pressure, then about 3 seconds of discomfort as the ring is pushed through.
Remember to be safe and ALWAYS go to a professional for piercings. If you get an infection in that part of your ear, it's very easy for it to take over if not treated and you don't want an infection that close to your head.