Is baby latched right? If so, after the initial pain it will subside. If not, it will continue to hurt. Your nipples also need to get used to BFing, so it might be a little painful for a few weeks. The best way to increase supply is for the baby to be put to the breast often. If you can't do this, pump every 2-3 hours, and through the night. You can also take fenugreek and blessed thistle and these should help up your supply.