qurgh:

> Is there any difference between "arsehole" and "dickhead", or 

> "damn it" and "bloody hell"?  Not that I know of. They are just

>  words and phrases used to insult or show 

> annoyance/frustration/pain/etc. 

You're right. The only difference I can think of, is that the first two describe a person, while the second pair can be used as exclamations in response to an unfortunate situation, anger etc..