If your hips rock back and forth when you ride, your saddle is too high.
Myself, I can't live without a cut-out in my saddle. I had a slightly different problem than you, though. For me, without a cut-out, it hurt to pee after a ride. Major irritation of the urethra. I ride and love Terry Butterfly and Selle Italia Lady Gel Flo saddles, but they are rather wide and not tri saddles. Perfect for me, tho!
Good luck! You should not be in pain...
Emily
2011 Jamis Dakar XC "Toto" - Selle Italia Ldy Gel Flow
2007 Trek Pilot 5.0 WSD "Gloria" - Selle Italia Diva Gel Flow
2004 Bike Friday Petite Pocket Crusoe - Selle Italia Diva Gel Flow