I think something that has to be understood about the concept of purgatory is that *sin has consequences. *Before I became Catholic I thought that the blood of Christ negated the concept of purgatory. However, while Christ’s finished work saves me from Hell, when I sin, it damages my relationship with God and my fellow Christians, and I do not grow in faith as God wants me to. Look at it another way: if you have children, and they disobey you, you will probably punish them even if they admit their wrong. As Hebrews 12:6, tells us, "For the Lord disciplines those whom he loves, and chastises every child whom he accepts.
During our life we are to work with God in becoming holy, but, as Belfarmer pointed out, we sometimes have sins we like and are reluctant to let go. C.S. Lewis uses the analogy of a tin soldier being transformed into flesh and blood. The tin soldier in this case is sentient and rebels against becoming flesh, preferring to remain ‘tin’. Lewis provides another example in his book The Great Divorce, about a busload of souls who travel from Hell to the outskirts of Heaven and are given the opportunity to enter Heaven. One of the souls appears with a lizard-like creature on his shoulder, whispering things in his ear (the creature probably represents a sin the man was attached to). He tells the creature to shut up, and an angel appears, offering to kill the creature. The soul is torn: he wants to be rid of the creature, but is afraid of the pain that will accompany it. Eventually the soul relents and allows the angel to kill the creature. The soul does suffer agonizing pain, he is transformed from a pale ghost (as all the condemned souls appear) into a solid person like the angel, and the creature is transformed into a horse, which the man rides off into Heaven.