The player must shuffle after searching for the 5 cards to satisfy the effect of “Painful Choice.”
Searching for 5 cards is not a cost of activating “Painful Choice.”
Netrep Q&As:
Q: Can I activate “Painful Choice” and “Necrovalley” and still get all 5 pieces of Exodia?
A: “Painful Choice” does not target a card or cards IN the Graveyard, so it is legal to activate while “Necrovalley” in on the field. “Necrovalley” does not negate the requirements for discarding to the Graveyard by cards like “Painful Choice”. bishop, 01/15/2004