One method of relieving the pain is by use of mirrors.  For example, if someones phantom limb was their hand or arm and it was in pain, the process would begin by placing a mirror in a way that makes the individual see their existing arm as two and having them do symmetrical motions, thus allowing that person to effectively visualize the missing limb.  By doing this, the person can get their phantom limb repositioned in their mind to be more comfortable.