Neuropathy often results in numbness, abnormal sensations called dysesthesias and allodynias that occur either spontaneously or in reaction to external stimuli, and a characteristic form of pain, called neuropathic pain or neuralgia, that is qualitatively different from the ordinary nociceptive pain one might experience from stubbing a toe or hitting a finger with a hammer.
Neuropathic pain is usually perceived as a steady burning and/or "pins and needles" and/or "electric shock" sensations. The difference is due to the fact that "ordinary" pain stimulates only pain nerves, while a neuropathy often results in the firing of both pain and non-pain (touch, warm, cool) sensory nerves in the same area, producing signals that the spinal cord and brain do not normally expect to receive.1
1. http://en.wikipedia.org/wiki/Neuropathy
Common causes of neuropathy include diabetic peripheral neuropathy, alcoholic neuropathy, and various polyneuropathies.