"Pain in the ass" means something that's annoying or causes you too much of a hassle.
"Waiting on this taxi is such a pain in the ass when I've got to get to work right away."
"You're such a pain in the ass!"
"This headache is a real pain in my ass!" etc.
In the case of the comment about women, that would generally be considered a sexist remark, so you'd better make sure you say it only around like minded guys, and the phrase "pain in the ass" is considered vulgar, so don't use it in formal situations...