From what I can recall, he does encourage people not to stop exercising when they experience psychosomatic pain. The idea is that stopping exercise because of pain gives it validity.

But I would add that one should be careful when exercising and stop as soon as the pain is more than a nuisance. I have pain in my ankle and after trying to sprint through the pain I couldn't walk for a couple weeks. Then when I started going on really easy runs and slowly ramping up the time/pace, it finally started to improve.