Breast feeding nightmare

I've been breast feeding for almost a month now and it really hurts... It's agony. My baby seems to latch with enough nipple in his mouth, but the pain on latching and those initial sucks are terrible. My nipples are cracked and although I'm putting on cream, they don't seem to be healing. After feeding my nipple feel like they are burning- I haven't got thrush as no other symptoms. Everyone said it would get better, but I feel like it's just getting worse. I'm terrified of putting my baby on my boobs every time he wants a feed too which makes the whole thing a complete nightmare . Any suggestions? What am I doing wrong?