Actually all commercial hair, even human hair, has chemicals in it. They actually take raw human hair and first perm it. After they perm it, they put some kind of preservative over the hair so that it doesn't tangle while it's packaged. That's why the hair in the pack and the hair after it is washed never looks or acts the same. (ANd that's why the hair in the pack has a long shelf-life, but the hair you are wearing may last up to 3 months)
I personally do not use a pre-rinse. A regular ol' shampoo is usually good enough to remove the chemical residue after about 2 days to a week after I have had them put in. SOme stylists say that you should wait for the braid to "set", but I figure if I wash the braids and they unravel, the braider didn't do a very good job.
I defninately agree, too, that braids should never hurt. If someone is putting them in too tight, tell them right away. That's why a lot of people have receeding hairlines after wearing braids for too long (or wearing too much hair on the braid). I don't think asprin is a great product for any hairstyle.