burstingbug they do come in 2 sizes and most of us here would be right for the larger size (if you are over 30 or have given birth vaginally). You shouldn't have trouble keeping it in unless you have a medical issue with your pelvic floor, honestly.
Some people do find it leaks, especially at first when they are getting used to it. There are various things to try if this happens. Most women find it doesn't leak.
Getting it out is a knack but as it sits quite low down in your vagina it isn't usually hard to get hold of it, and then you just squeeze to release the suction and pull gently out. It does come with a "tail" at the bottom which you can grab hold of, but most people remove this for comfort and just use the ridges around the base to help them pull it out.
I find it extremely comfortable and many people report that their periods are less painful while using it. I have spoken to MNers who have not found it has worked for them but I don't think comfort is usually an issue once the tail has been trimmed and the person has got the hand of inserting it.