Congratulations! We had a hard time with bf'ing, too, but after about 10 days it really smoothed out. Hang in there! Do you have a nipple shield you can use? That really saved me as far as my level of comfort went - I had the Medela Contact shield (got it at Target at the suggestion of my doctor) and I could nurse quite comfortably with it. Now I really only have discomfort just as she latches - it goes away right away.
I've been to the lactation consultant twice and have another appt friday. It's been a lifesaver. We had to supplement a little because I have struggled with supply but things are getting way better. Hopefully McKenzie's weight looks good at her two week appt this Friday!