Whoever believed that crustaceans (like crabs, shrimps and lobsters) can't feel pain because they don't have the highly developed central nervous system necessary to process the information, has now been proven wrong. A recent study shows that when you boil or rip the legs off of live crustaceans they can feel the pain and they remember it, too. Therefore, we have now found that all animals can suffer, even little shrimp and crabs.
Elwood, a professor in the School of Biological Sciences at The Queen's University in Belfast, and colleague Mirjam Appel studied hermit crabs collected from rock pools in County Down, Northern Ireland. Elwood and Appel gave small electric shocks to some of the crabs within their shells. When the researchers provided vacant shells, some crabs — but only the ones that had been shocked —left their old shells and entered the new ones, showing stress-related behaviors like grooming of the abdomen or rapping of the abdomen against the empty shell. (MSNBC, 3/27/09)
They argue, crustaceans possess "a suitable central nervous system and receptors." They learn to avoid a negative stimulus after a potentially painful experience. "When offered a new shell some time later, shocked crabs were also much more likely to change - indicating that they retained some memory of the experience." (BBC, 3/27/09) They also engage in protective reactions, such as limping and rubbing, after being hurt-- just like humans and other animals.
I'm not saying that you should stop eating lobster and shrimp, because they are tasty. But you should be aware that the misconception that they don't feel the pain when you are cooking them has now been overturned.