Kinda TMI but..... Tampons.

Sorry for the little bit of TMI here but, I'm wondering if this happens to anyone else. I'm going to be 31 in a couple weeks, married for 4 years, and sexually active for about 12 years... But I have MAJOR problems with tampons. I can't use them- I waste like 1 out of every 5 because I either can't get it in, or my body pushes it right back out within a couple mins. 
I have extremely heavy periods, so usually on my heavier days I have to use both a tampon AND an overnight pad. I use the slim playtex gentle glides- the only brand I've EVER been able to use in the past, and I just don't get it. I've noticed since this started happening about a year or so ago that intercourse with the husband can be painful sometimes too but my OB/GYN says she doesn't see anything that would indicate why. 
Am I alone with this problem??