Jenn,
I tried those cups, and they didn't work for me either. I have a tipped uterus, and think that might be why. I also tried a Diva cup, but it's really stiff, and I removed the stem. I had much better luck with a Lady cup, it's soooo much easier to use. It's softer, and easier to get the fold right. I bought it from ebay. There is a bit of a learning curve, but now I'd never go back to just tampons. There's a whole informative thread on menstrual cups at live journal. I hope this isn't TMI.
http://menstrualcups.org/