C.D.
I was never able to pump without misery. My baby got really good at breastfeeding by just practicing and my breasts got good at responding to her. Personally, I would stay away from the pump until you have a good milk supply in and you are both confident with nursing. Just climb into bed, eat lots, drink lots of liquids and spend lots of time skin to skin, nursing your baby.
This site gives really good information about increasing milk supply.
http://www.drjaygordon.com/development/bf/galact.asp
Also, the product that worked best for me with sore/bleeding nipples was Motherlove nipple cream. That stuff is magic!
http://www.motherlove.com/product_nipple_cream.php
Best of luck!