How to help someone through pain?

one of my friends dislocated his arm playing hockey. the coach insisted it was a minor enough injury that we shouldnt call the paramedics, and like idiots, we trusted him. now the coach was able to put the shoulder back in ... after like an hour of poor and probably improper techniques. my friend was in so much pain he was actually crying (which is a big deal for him). i felt so helpless just holding his hand and telling him it would be okay. so i wanna know, how can i help someone through pain? what's the right thing to say? i'd love to get some answers before i end up in a similar situation, so please help ...