I'm about to use monistat

I noticed that when we were having sex last night, it burned to the point that I told him I had to stop because I hurt too bad. I haven't noticed any discharge at all but I'm pretty positive I have a yeast infection. So I went and bought monistat and I'm soooo dreading it because I know it will burn. It also burns and itches and makes me extremely uncomfortable. Any tips on how to make this more process more comfortable?