This will sound silly, but try lubing up the tip of the tampon and applicator. Once you get the tampon in, it won't hurt. It is the skin on the way in that is sore.
Think of it this way, you just rubbed off .A.L.L the skin on your *ahem* area there. Rubbed it off and stretched it out. That will take some time to heal. It's like road burn on your hoo-ha.
It will get better. Sex is a practice, practice, practice thing. The more you do it, the less it hurts. The less you do it, however, the more it will become an issue because you'll be afraid and tense up making it hurt more.
Lube. Take it slow and remember, it's all about having fun.