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broken bone or, more formally, a bone fracture, is a trauma that results in a fracture or complete separation of any of the bones in the body.  Smaller bones, like those in the fingers, are more likely to break, but the break of larger bones like the femur are more serious.  

Although bones cannot feel pain, breaks are generally very painful as they effect the surrounding tissues, causing damage to nerves and causing edema.

Bones start to heal almost as soon as they are broken.  First, a clot forms at the site of the break, which then combines with tissue from the bone to form new bone tissue.  However, this process takes several weeks before the bone returns to full strength (and the break actually becomes stronger than the surrounding bone).  As such, a cast is used to immobilize the bone so that it will heal properly.

A break must usually be re-set to ensure that the broken ends of the bone are re-aligned before healing starts.  When this process is interrupted, or the breaks are large, surgery is often required to re-break and re-align the bones so that they will heal properly.

Bone fracture at Wikipedia