Pain of the man supporting a cold (4)
I believe the answer is:
ache
'pain' is the definition.
(ache is a kind of pain)
'the man supporting a cold' is the wordplay.
'the man' becomes 'he' (**).
'supporting' says to put letters next to each other (in a down clue, some letters go below others).
'a cold' becomes 'ac' (I've seen this in other clues).
'he' put after 'ac' is 'ACHE'.
'of' is the link.
(Other definitions for ache that I've seen before include "Cause pain" , "Dull steady pain" , "Feel pain" , "yearning" , "Feel sore" .)