They hair begins to hurt no matter which way you push it. After your hair is very tangled and ripped into sections you can use a product to help hold the hair together for the first few weeks. Otherwise the hair generally starts to work it self out of the knots. The dread head wax will work for this although if you get the wax you would probably do better to use the method they describe it has much more consistent results. Yet another way to get dreadlocks is with a dread perm.
Some salons use a chemical process to start dreadlocks.
They usualy tangle the hair and then use a perming solution to train the hair to stay in that position. The problem with most dread perms is that the hair stays in that position rather than tightening and matting. This looks ok but as the hair grows it will find it harder to lock by itself into the dreadlocks with the rest of the hair since the rest of the hair is not tightly dreadlocked. Dreads usually lock up better in the long run if the hair is permed tightly before rather than after it is knotted up. This allows the hair to grow into dreadlocks easier for 2 reasons.