Hi Bernster.
I began using a pump about a month ago so am also quite new to it. Yes, it is uncomfortable sometimes, but the advice I was given was to release the pressure when that happens, wait until the discomfort is gone (for me, that's about 20 seconds) and then begin to slowly increase pressure again (e.g. one press of lever each time). Then wait 10-15 seconds after each press of the lever for that to take effect. If that is tolerable, press the lever again, and wait 10 seconds again, before pressing the lever again, and so on.
I definitiely use the rubber rings, as I find the edge of the plastic quite sharp and cuts into me - not nice. I also put lube about 2 inches down into the tube and all around the rim and rubber rings. I also put lube on my penis. The lube makes the pumping smoother and also makes it easier to remove the pump at the end of the session, without (too much) discomfort. By the way, I use cheap water based lube from any large supermarket (or even the Pound Shop!), not the 'Special Lube' that comes with the device. I cannot tell any difference between the lubes, and at the rate I use it, I would soon run out of the 'special lube'.
Before I remove the device, I apply the tension ring, and this gives me sufficient rigidity to masturbate (sometimes to orgasm) afterwards. Again, I use extra lube at this stage. So, for putting up with the slight discomfort during pumping, I am (sometimes) rewarded with sexual pleasure at the end. Therefore, I'm starting to see the pump as a means to 2 ends - penile rehab. and sexual pleasure. However, I haven't attempted penetration yet. I would need to be more confident in my rigidity before I attempt that.
You may find the thread called 'Erecting the Erection" helpful, if you haven't already seen it. It was started by a chap called Chris, who is an inspiration. Lots of other people have added their own experiences, so it's well worth a look.
Best wishes,
JedSee.