Practice makes perfect...the more you use them, the faster you will become at inserting them and the less you will think about it. Once you get used to them, you will wonder why you used pads for all those years!!! One thing that can help (again, graphic, my apologies) is to use a small mirror to help you insert the tampon the first few times. That's how I was taught when I was a teenager. Put the mirror on the floor and stand over it and use it to help you guide the tampon in so you can watch what you're doing. It will also help to relax you because you are not doing it blind. It should only take a few tries before you're a pro.

For me, they are the only choice.