My best advice is to make a bong or to by one. Anything that passes the smoke through water. You can find all kinds of bong making tips on the net. It's especially easy w/ a soda bottle or something similar.
I rarely smoke straight pipes these days, cuz it hurts my throat as well. I almost always use my bubbler, and it doesn't hurt me at all, but it sure as hell fucks me up more than a regular pipe
You can even try the solar method. Like with a magnifying glass. Seriously. It makes the smoke smoother. But it has it's obvious limitations, of course.

Some would recommend a vaporizor. That's one of the smoothest highs you can have, but a decent one is not cheap by any means...