Diva Cup grip rubbing?

Al
So I started my cycle today, and while I was out and got a Diva Cup.  I had been debating for a few months and figured why not now?
It is currently in and while I don't exactly feel anything, I can tell there is a pressure (I'm assuming from the vacuum it made in my body) and a rubbing, which I can onl think would be the grip rings rubbing against the outer lips of my vagina. 
Has anyone else had this happen?  Should I many be try another brand?  I liked the Lily Cup while I was researching and wanted to try it, but the store I went to only had the Diva Cup. 

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