Am I putting in the tampon right/ is this normal?

OK so Im trying tampons for the first time, im 19, and got sick of wearing pads. So i tried it yesterday, and managed to get it but it hurt, so I took it out, and tried again a little later, this time I didnt really feel it as pushed the applicator thing so I though ok, maybe I did it right. As soon as I got and started walkin around, I felt like the tampon was sliding down and now I could feel, it doesnt hurt but it feels weird, and it feels like it slides a little everytime I move, my aunt said I should not able to feel it all, but I inserted it pretty up, but I dont know, is this normal, do I just get used to the feeling? Also Im using light tampons, do you its too small maybe? and falls down a little? HELP PLEASE thanks =]