Diva cup-help!

I'd never actually heard of the diva cup before I came on here but all I've seen is good reviews. I've tried using tampons and they don't work for me and i get really heavy periods and have to wear 2 thick pads and still leak sometimes. Can someone please tell me more about the diva cup? How it works? What you do? Does it hurt? How often do you take it out? Thanks x