Actually It all depends on the shoe dear,cheap shoes will hurt,get some cushion insoles, they help alot,the concrete does do a number on your feet no matter what.

You have to try on diffrent levels of heels in the store to find what height is good for you....and then, practice makes perfect,wear them around the house all the time,walk by coming down with the pressure on your heel, and then to the ball of your feet,...

Good luck!