Does the cup fit you correctly? I understand not everyone can use them, but you may want to give it a couple more tries, as I see you're going to do. Maybe it wasn't in far enough, either. There could be a number of reasons why it bothered you. Did you use tampons before?

I can't always use tampons. Sometimes my body rejects them. I usually stick to pads anyway because they give me the least problems. No way could I use anything like you're trying, but at least you are.