What Is The Difference Between Painful And Painless Vaccines?

Hi, my daughter is 45 days old and today I gave her painless vaccination of Pentaxin and Hepatitis B1. I want to know if there is difference in the immunity of Painless and Painfull vaccination and whether can I give her painfull vaccinations ahead after giving her the painless one? Doc has advised to come back again after 15 days to give her ROTAVirus vaccination. He has said the charges for the same will be Rs 5000/-. Is it really this costly? If possible can you provide me the vaccination schedule.