My tampon hurts like hell what am i doing wrong?

i have just started to use tampons and at first when i first put it in it was very painfull and i remove it straight away as i was scared and the removale really hurt too. i was scared i put it in the wrong place but u cnt really and now i can feel it and its full inserted and i cnt push it any futher and it still hurts is this because i am new i am very scared about removing it too. i dont want to use pads as they are very afwull and uncomfitable i hurt tampons were comfatble i need advise quick please can anyone help??? i am so :S why does it hurts so much?