Billye, people vary in the ability to be hypnotized.

Basically self hypnosis is a form of relaxation.
You can start by tensing and relaxing muscle groups...you can start with the little ones in the hands and face, and move down to the feet. Tensing and relaxing the thighs, buttocks and calves, is also good for your blood circulation.
This is a form of isometric exercise.

Then I start with making my mind go blank. If that is a tough day, and there are disturbing feelings still swirling around, I do visualization exercises of places that calm me. Typically scenes of our summer home/lake. But you can do sky, mountains you have seen, birdsong, etc. Some people need music or relaxing sounds to learn this technique. You can then generate it yourself. I find "talking" to myself to be very distracting. So I turn off my voice in my head. After practice you can enter this state quickly most of the time.
When you get very relaxed, you can sometimes "see" images on the back of your eyelids...these can change from day to day.

Sometimes they are "not nice" and when that happens it reveals to you your unconscious frustrations. I used this state for my art. It was also on Oprah once, where she discussed what some people call this: the psychomantium. http://en.wikipedia.org/wiki/Psychomantium
You can do this behind your eyes, without any props. I consider it just messages from the right brain/ unconscious. If you try to focus on the images, they go away. So you learn to keep them there, and I think this is a form of biofeedback. Eventually you fall asleep. I always do. Our right brain does not have language and communicates with images. Many people become afraid of this, but it is really not something horrible. It just is. Coming to terms with these feelings and images, releases much negative energy that goes to your body instead. I don't always see images...I typically do when I am blocking myself, or pushing myself (like in my job). Lately since I have not been working I am not seeing much.

It takes some practice. But once you learn the ropes, it comes easily and quickly. I find I can dissociate cold pretty well. I learned to do that on vacation because some nights get very cold. But heat, I have more trouble with. The seminar I went to last week, part of it was about sleep. And the lecturer who was just great..imparted many general things about sleep, aging, nutrition and Alzheimer's prevention. One of the most critical things was---
sleep cool. Do not exercise past 4pm, do not go to bed with a full stomach which heats you up, do not take hot baths before bedtime. The body needs to cool down. You can take a warm bath, and cool down well enough however. It is the cooling down which stimulates sleep.

And I think this is important for pain control. If you are hot and bothered, pain will be worse. For example, I can't stand to have my feet tucked in, and I can't stand socks anymore. So to keep me from becoming an ice cube, I use leg warmers instead. These don't constrict my feet, and they keep the blood warm enough to keep my feet alive at least.
In about a week or so here, I will be starting to use them. So I can still stick my feet out of the covers!

It takes some practice, and it requires "letting go". People who have control issues, are harder to train.