No, not a pain.
Be sure to follow the directions carefully! You need to rinse the media - use RO or SW and do what it instructs when you first put it in the tank.
I have found it is easier to use a small damp piece of paper towel in place of where they tell you to use 'tape' to cover the center tube.
Also be aware of the flow rate - if it moves to much you will be breaking the media into smaller pieces and spewing it all over your tank...not a good idea