In most states the PKU heelprick tests for a lot more than just PKU. They screen for a lot of other disorders as well. There is a mama on this site whose son developed something called Krabbe's Disease which has been devastating for their family (although he is getting better, after a stem-cell transplant and many months of hospitalization). In the mama's journal
she described how it is possible to include screening for Krabbe's in the routine newborn screening, but most states don't test for it yet. If they had known earlier that their son had Krabbe he could have received a transplant much sooner, before he had suffered any damage for the disease (it causes demyelinization in the brain, IIRC).
I would not blow off this screening. It's a momentary hurt but it could save your child's life!