Absolutely. That's the only reason they exist - because the bicycling world is populated by masochists. Next we'll have you on a Brooks saddle.

Of course, this is a load of poo. I agree with most of everything that has been posted (except the guy who thinks speed is the only advantage of drop bars.)

You may have jumped in a little too fast, or you may need to do some tweaking to your position. But it is not unusual for there to be some discomfort when you first switch to a new riding position. Another thing to consider is that it is very possible that being a little unsure of the new arrangement is causing you to tighten your muscles, adding to the strain. Try to relax on the bike and it will feel better.