Medela carries soothing gel pads, you can find it at Babies R Us, maybe Target. i used it them when I was engorged and baby's latch was off and it soothed my nipples so much! They are reusable for 24 hrs so you can use them more than once.
it shouldn't hurt unless your talking about breast engorgement. check to make sure baby is latching on correctly. that is the best advice and help I received from my lactation nurse. the baby shouldn't be sucking directly on your nipple