Is your latch correct? If yes, it's still normal to feel a little pain on contact as the nipples are not toughened up yet. Also, I think your milk just came in, hence the engorgement.
To relieve the engorgement & get some relief, you can try cold cabbage leaves (just cut a hole where the nipple will be and place the whole leave over the breast). However, I did some research subsequently and found that vabbage leaves can decrease the milk supply.
Try to massage your breasts before you pump to clear any blockages you have. Hold the breast in 1 hand and use the other hand to massage towards the nipple.