Some years ago, Johnson & Johnson, the pharmaceuticals company, introduced a new over-the-counter first aid cream. It was a good product--very effective, and it didn't sting like most of the competing remedies. But Johnson & Johnson was surprised to find that initial sales weren't very good.
So the company did some fast market research and found out why. People remembered back when they were kids, and they got a cut or a skinned knee, and their moms put Bactine or iodine or something like that on it, and it hurt like hell. And Mom said "But, honey, it has to hurt to help you!" And they still believed it--so if the medication didn't hurt, they thought, it couldn't be doing the job.
So Johnson & Johnson reformulated their first aid cream: they added a little alcohol. It didn't improve the effectiveness any, but it did make it sting a little. And sales took off...and now the first aid cream is one of their best-selling products.