I have friends who also believe in natural birth. Most of them claim that it does hurt, though. I believe them. There is a couple of reasons why you might feel the pain during labour.
The most usual and most natural cause of labour pain is the position. Your body is trying to tell you that this set-up is wrong. Sitting and lying seem worst - although some women claim they like to sit and bounce on a birthing ball. A natural birth is usually an active one - you keep searching for the right position, trying to understand the messages your body is sending you. And sometimes the answer is even not the position, but the very act of moving, walking, turning around, whichever works.
Then, there is tiredness. Lack of rest and sleep can ruin your natural birth. When you are extremely tired, everything seems painful. You just wish to close your eyes and sleep and it cannot happen. This is why it is so important to be well rested when the labour starts. And this is why you are supposed to keep fit - if you are not in shape, you might get tired too soon.
Your feelings have a huge impact on how you cope. You must feel ready. If instead of excitement and anticipation there is stress and fear, the contractions will be more painful and less productive. If there is something inside your head telling you that this is not the right moment, that this is going to hurt, then your body starts to resist. A nervous person next to you or a painful vaginal examination can make your body shut down and stop the labour progress. This is why there are dimmed lights, your preferred music, your friends around you, this is why homebirth is a great option. You want to be relaxed and feel safe.
Finally, pain might be due to bad luck. The baby can be in a posterior position or you might actually have a body that perceives labour as painful.
My point is not that you will have a painless birth if you satisfy the conditions above. It is not that easy. My point is that if you do not try to eliminate all the causes above (uncontrollable bad luck excepted), you will most likely have a painful one.