"Jehovah also will be a high tower for the oppressed, A high tower in times of trouble;" (ASV)
Living a Christian life is no guarantee against difficulty. God never promised to keep us from pain or struggle. Instead He has promised to help us get through whatever hardships may com our way. Paul, who knew what it was to suffer for the gospel if anyone did, wrote "For I am persuaded, that neither death, nor life, nor angels, nor principalities, nor things present, nor things to come, nor powers, nor height, nor depth, nor any other creature, shall be able to separate us from the love of God, which is in Christ Jesus our Lord." (Romans 8:38-39 ASV)
Likewise, David, who wrote the above referenced Psalm would know all about times of trouble. His reign as King was marked by assassination attempts, battles and struggles, yet he never lost his faith in God. The same sentiment of God's refuge is echoed in Psalm 32:7 where he writes "Thou art my hiding-place; thou wilt preserve me from trouble; Thou wilt compass me about with songs of deliverance." (ASV)
Now then, if David (who was an adulterer and a murderer) and Paul (who was there for the stoning of the first Christian martyr before God got hold of him) can find solace in God's love and protection, then can't we all expect the same?