Not silly at all. I think many people are concerned about this. Here is how the Lobster Institute from the University of Maine tackles this subject (just cut-and-paste from their website):
Do lobsters feel pain when you cook them?
The Lobster Institute has received many inquiries about whether boiling lobsters is humane. Being concerned about this important question, researchers conducted experiments and studied the lobster's nervous system. The nervous system of a lobster is very simple ï¿½ not unlike that of an insect. Neither insects nor lobsters have brains. For an organism to perceive pain it must have a more complex nervous system. Neurophysiologists tell us that lobsters, like insects, do not process pain.
Here is the address to the University of Maine's Lobster Institute, for more information on lobster sustainability and the lobster industry in general: http://www.lobsterinstitute.org/ Edited to add the University of Maine's Lobster Institute's web address.