--that is, damage to the very thin nerves that subsume the sensations of pain and temperature, is by definition axonal. These fibers have no myelin sheaths (or, at the very most, a very thin, tiny one, without the layers of fatty substance that surround the larger sensory and motor nerves).
The larger, myelinated sensory nerves deal with vibration, positional sense, and mechanical touch. All motor nerves are myelinated.
So, one can have a neuropathy that is primarily demyelinating--something attacks the myelin sheathing (autoantibodies, toxins) or does not allow it to be properly regenerating (deficiencies)--and this results in garbling and slowing of nerve signal transmission. (Myelin not only acts as a nerve protection, but as a signal regulator/amplifier.) One can have a large variety of symptoms from this, sensory and motor. On the other hand, one can have a neuropathy that is primarily axonal--the attack is to the nerve fiber, the axon, itself. These can also be autoimmune, toxic, deficiency based--and also ischemic/vascular (as in diabetes).
Of course, one can have mixed types--attack on both myelin and axon simultaneously. One can also have a primarily demyelinating neuropathy with secondary axonal damage, when the axons are uncovered by damage to myelin, or a primarily axonal neuropathy with secondary damage to myelin as the axons deteriorate.
The Washington University Neuromuscular website explain this quite well (and has a LOT of info about potential causes):
http://neuromuscular.wustl.edu/nother/myelin.html
http://neuromuscular.wustl.edu/antibody/pnimax.html
With myelinated nerves that are damaged, EMG/nerve conduction studies tend to produce fairly characteristic patterns of abnormality, depending on whether the damage is axonal or demyelinating:
http://neuromuscular.wustl.edu/lab/patterns2.htm
Kathi, exactly what do your lab results say?