I have had a seton in for almost a year now with no plans of taking it out. Mine hurt the first couple of days, but then it has never hurt again. I was even working out again a week after the surgery. They do drain and will continue to do so. I use 4x4 gauze sponges that I buy at a medical supply store. I fold two of them in half, and then put it in my butt crack, up against the seton. It catches the drainage and keeps it off of my skin. I change it whenever I use the bathroom.
Like was mentioned before....you have to do the soaks. And do them in the hottest water you can stand. If you can, soak at least 4 times a day for the first couple of months. It helps SO much and helps the healing process also.
Welcome to HW!