i don't really see how i can be using the wrong size because i have to use the smallest ones or else they wont even fit in my ears. It might be my beanie thats causing it from the snug fit but who knows. I'm hooked on headphones anyway and there's no going back for me.
Your ears hurt b/c the whole earphone was being jammed in youre ear. Iv noticed that too when i was using my smoking buds. Bose makes an earphone that fits naturally into youre ear and they are damn comfortable. They are pretty expensive though.
What I do is get some skullcandy icons and put them around the back of my neck so the pads are on my ear. Then i out put on my helmet to keep it in place. You have to get rid of the ear pads on youre helmet though or you wont hear