I had some trouble with the DivaCup at first; it takes practice, which is why I think they suggest you try it a few times before you actually start your period. IIRC, there are useful posts on LJ communities for subjects like this (vaginapagina and menstrual_cups are the ones that spring to mind). Basically, this is a "faito faito" comment, though I completely understand if you don't want to keep trying (also I always wear a pad with it anyway, in case of leaks/not being able to change it in time).