First, is your baby gaining weight well?
Second, when exactly do you get the pain? Is it right when s/he latches on, or is it a bit later? Does it last for the whole feed, just a bit, whatever? Does it ever come when you're not feeding?
Thirdly, what sort of pain is it?
Fourthly, who has checked your latch? HVs and midwives aren't always good on these things, a breastfeeding counsellor can often help when they fail to. The NCT, the LaLeche League, or the Breastfeeding Network all have good local counsellors, all over the country.
Congratulations on your baby, by the way, and for keeping on feeding. You shouldn't be putting up with pain, I'm sure it can be sorted out.