Imagery exercises use creative imagination to "picture" scenarios that relax and heal. They can be done on your own, or with a facilitator guiding you, which is called guided imagery.
A common relaxation practice is to mentally picture yourself in a pleasant place that puts your mind and body at ease. For example, imagine yourself lying on a beach with the sun shining, listening to the waves. It is important to imagine a place that has a positive association for you. (An ocean beach may not be a pleasant place for everyone!)
Studies done with cancer patients show that the use of guided imagery markedly improved stress levels. Imagery exercises are also effective for stress reduction, anxiety management, and post-operative healing.
As with any mind-body therapy, you should feel comfortable with your guided imagery provider or imagery materials. And as with any therapy involving deep relaxation, you should monitor your drug dosage (e.g. pain relievers) as you employ the method; over time, your body may simply need less medication.