Tampons

I really want to start using tampons, i've bought lillets lite as I couldn't get the regular ones in last time i tried. I can get the lite ones in, and i feel like i'm pushing them quite far in, i'll stand up and i can feel it and it feels uncomfortable. I go to push it in further and it feels like its come closer to my opening. I can't get it to stay and i can always feel it. The leaflet says to push it in till you can't feel it but i can't do it. What am i doing wrong?