With accent marks:
Лю́бишь ката́ться, люби́ и са́ночки вози́ть.
If you like sledding, you should like to carry the sled.
No doubt, sliding down the slope on a sled is very nice. But then you have to climb the hill again, and even drag the sled.
In anything you do, there are both pleasant and unpleasant moments. You should enjoy doing both.
The closest English equivalent: There is no such thing as a free lunch!
Other Russian proverbs
Poor people are inventive.
The apple never falls far from the tree.
A bad example is contagious.
Better late than never.
We don't appreciate what we have but we cry when we lose it.
Make a fool pray to God - he will break his forehead.
Water wears away a stone.
Without labor, you can not even catch a fish in the pond.