the finger prick test that they do to get an indication of your Hb probably, and imo, hurts more than the actual needle they put in your arm - unless you get a crap venepuncturist.
last year i found out i was anaemic after going to give blood, they tested me twice - with the finger prick test, and then by taking a sample from my arm, if its lower than it should be they send it off for an FBC, and write to you to let you know the results. they take you off the register for a year before they ask you back again.
one word of advice though, if you hate the sight of blood - dont watch other people's blood draining into the bags, on my first time i looked and then i couldnt stop watching, but i did nearly faint and that was well before they came near me with the needles.
but yeah its all good, and good luck with donating