Actually, it is considered phantom pain, because the nerve has been cut and a section removed for the biopsy. This interrupts the nerve pathway to the foot (anything past the point of biopsy) and can cause severe phantom pain. This is common with amputees. Cutting the nerve where nothing below gets a signal produces the same scenario as amputating (in regards to nerves).
http://en.wikipedia.org/wiki/Phantom_pain
You should contact the doctor that did the biopsy and inform them. They will likely prescribe something to help relieve that pain. I'll be honest, it is difficult to relieve but mine did fade over time.
BTW, sural nerve biopsies are very invasive and
commonly cause this type of severe pain. The numbness involved with this procedure (because the nerve is severed) is usually permanent. Whoever told you there would be no pain was not honest.