Braces are the most horrible pain you can suffer as a child. The procedure goes a little something like this, over several appointments:

First, the orthodontist casts a moulding of your mouth. He uses this to determine the best course of torture. Usually, he'll send you to a regular dentist to remove teeth. After all, they'll need room to straighten. Next, he attaches the fixtures to your teeth with dental cement. Now you look scary. Then comes the real fun. He'll attach your wires. They go in with a little bit of discomfort. Then he'll tighten the wires on the fixtures. That feels good, now, doesn't it? You better stick to liquid meals for the next 3 days.