Breastfeeding painful

My daughter is almost 11 weeks and we have finally started breast feeding. Before I was exclusively pumping with attempts to feed directly. As of today, she is eating directly from me without the use of a nipple shield. When she latches, I am in extreme toe curling pain until she gets going well. I don't believe it is a shallow latch. I have been using all purpose nipple ointment (APNO) for combating thrush. What can I do to work through the pain so I don't give in to pumping again?  I am loving the fact that I don't have to constantly wash bottles or pump parts now. Plus it's a great bonding experience!