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
There are no friends for taste and color.
Hurry to much and you will make people laugh.
A wolf is fed by his legs
You can't spoil the porridge with butter.
Where it is thin, it breaks.
The demon is not as scary as he is depicted.
What goes around comes around.
Live for a century, learn for a century, but die being a fool anyway.