They don't suffer brain damage or pain, because they are footballers. Judging from resent and past newspaper reports, they apparently have little or no brain to damage.

'No Brain - No Pain'

I don't think that they don't feel pain, just more that they are used to it. For example, if you try to touch your toes but you can't, then you feel pain because your muscles aren't stretchy enough to reach that far. However, if you do it every single day for three months, you might be able to touch your toes effortlessly, and feel no pain at all.

\I suppose they just build up an immunity to it, after hitting their heads so many times.

I've often wondered that about soccer (sorry, as an Australian it's not football to me). I don't have an answer, but I include a link to a very interesting article in the New Yorker recently about this very topic. It's even more interesting given the amount of protective wear that American footballers use.

http://www.newyorker.com/reporting/2009/10/19/091019fa_fact_gladwell

Using your head to bounce a ball would be painful if you bounce it incorrectly, much of using your head is also to use the rest of your body effectively as well as hitting the ball on the right place on your skull.

If you observe professionals they often bounce the ball off the side of their skull where the  skull is a bit thicker. The side of the skull is one of the original plates you had when you were a baby, as you grow these plates connect and form the skull you have for the rest of our life. The join of these plates extends from the top of your forehead and back, this area is a weak part of your skull. Hitting the ball along this ridge would be more painful than hitting it on the side of your head. Hitting on the edge of the head also allows the footballer to direct the ball better using their body and neck.

Despite this, some people have heads that are shaped in a way that hitting the top of your head does not hurt as much due to the way their skull grew. It is up to the individual to understand their own head and use it in the best way that gains them the advantage.

It's all a matter of density, and, it is well known that New Scientist readers are massively less dense than professional footballers. Um, at the end of the day of course!