Well last month I inserted one for the first time and this month I got my period and tried to put one in and it hurt Like CRAZY I don't know if something is wrong please please help!

I had the same problem when I first tried! What I found the problem was, I was really nervous and... I cringe to say this but what is referred to as "Clenching" therefore making it harder to go in!
What helped is just relaxing! Don't think about it that much! Make sure you know where you're putting it as well, that helps...
Good luck next time xx

You have to be careful about the angle too. Bending forward a bit will help. Look at an illustration of that part of a woman's anatomy -- there's a definite slant.