I've used SPD pedals for 6 years now. They're great. My shoes has a hard sole, I think that probably makes a huge difference. I guess they're racing shoes, which means they're not good for walking around in. I wonder if you could get a mountain bike style shoe with a harder sole.
Nightshade, the pedals are called "Clipless" because the cages that go around your feet with straps are called "Toe Clips". Clipless pedals might seem dangerous to people who haven't learned to use them. Usually you fall down once or twice when you're learning, just like learning to ride a bike. It takes a fraction of a second to clip out of them.