They only do that when say I've had my eyes closed for a while or something.
I find that putting on the contacts are the worst - sometimes they go on smooth and I don't feel a thing, sometimes they don't and my eyes protest for an hour. After that though I feel them less and less until its like I'm not even wearing them. That's why I hate taking them off just to have to put them on and suffer through the awkard feelings of having something "stuck in my eye" till my eyes get used to it (though sometimes the contacts go on smooth and I don't feel a thing - weird).