I agree with bigsissie. The size of the tampon can make a big difference as well as the type/brand you are using. If you haven't tried them already, I would suggest a Junior or Lite Tampax Pearl. It's a very easy to insert and use plastic applicator with a round head. Easy for insertion. It took me years and years before I used tampons too but once I started using these, I had a much easier time.
Have you tried tampons that are smaller like for light periods? You may just be too tense when you insert them. Also there are different positions you can try when inserting. When I first tried them I inserted them based on the directions in the box but that did not work for me I just sit on the toilet to insert. Also you may not be leaving them in long enough or using the wrong size for your flow. Dry tampons are uncomfortable and can irritate the vagina when removed too soon and also raise the risk of TSS. If you are removing them as soon as you put one in I would suggest giving you body time to adjust to it and not removing it until you need to. This can make all the difference. Best wishes.
Sissie