Bone marrow biopsy question?

Is it very painful? I have heard that it is done near the hip area. I have had a kidney biopsy and it was painless. I need to have it done to try and determine what is going on with my low hemoglobin levels. I know that I am not ping blood. I do have kidney failure. Epogen does not seem to help. I had a bone scan about two years ago and it was normal. I have had to be given blood four times in the past five years. The last time was in Dec. 06 and I received 4 units. Could it be a swollen spleen? I read where that destroys red blood cells. Believe it or not, I have to gather this information myself. I have a lot of Doctors and I still have to ask on Q&A to get answers. Every Friday I get 11000 Epogen and my HGBx3 has dropped from 44 to 28.2 in five weeks.