A cold has the fellow in pain (4)
I believe the answer is:
ache
'pain' is the definition.
(ache is a kind of pain)
'a cold has the fellow' is the wordplay.
'a cold' becomes 'ac' (I've seen this in other clues).
'has' means one lot of letters go next to another.
'the fellow' becomes 'he' (I've seen this in other clues**).
'ac'+'he'='ACHE'
'in' acts as a link.
(Other definitions for ache that I've seen before include "Take an aspirin for it" , "Feel sore" , "Continuous hurt" , "Dull prolonged pain" , "Throb - hurt" .)