I agree with specialmom, you also may be trying to put it straight up when it should be at an angle. Try Tampax ultra light plastic and while it's inserted try to move it around a bit to see if you find a more comfy spot. Also make sure you are not inserting it in too far as that can cause pain. Some people never find tampons comfortable. You may be one of them. Best wishes.
Hi there. Well, in general, inserting a tampon isn't supposed to hurt. I'd make sure you have the smallest appropriate size and try one with a plastic applicator as that might be easier for you. You can try laying down to insert it although really shouldn't have to do that. But stay relaxed. Again, it's just not supposed to hurt. Slide in gently and go from there. :>) good luck