dont try and actually put the lense in your eye. centre it on your index finger, and hover it over your eye and get it so that the edges are just touching your eye, and it should then sort of suck itself on to your eye. to help your eye lids keep nice and open, use your spare hand to lift the top eye lid up, and use the other fingers of your contact lense hand to keep the bottom lid down, which should give you lots of space to get the contact lense. make sure you dont get solution all over your hands, because then you will lose your grip on your eye lids. like Koni said, it should get quicker each time. if they dont feel comforable, keep your hands on your eye lids and open them slightly and look up, down, left and right a few times and the lense should fit itself in properly (thats whilst the lense is in). if its still uncomfortable, it means that either the lense is the inside out, or there is dust or dirt on the lense.
Gruff