It's not always painless. After the first month or so if it is then there is a problem. I'd check the latch though.
She may not be latching on right. Breastfeeding is supposed to be painless. I never had problems. So if you're having trouble maybe talk to someone who is a breastfeeding consultant
There's a good blog article on The Humbled Homemaker. It talks about how the first month of breast feeding can be painful, but it will all go away and get easier.
It can be hard first couple of days. Try lasinoh cream after. Usually takes about a week before nipples to get strong.