Answer :
because the energy in your hands are not sufficient to push the heavy stone, and all your energy goes on teh earth an you feel pain in you hands.
When you try to push something, the muscles of your body do the work. If the object moves, then some of the energy is converted to word and some of the energy is lost to the environment as heat( your body gets heated up and when you cool down by sweating, energy is lost to atmosphere). In case the object doesn't move at all, the case when we try to push a heavy rock, all energy is converted to heat and lost to atmosphere.