How do you use a tampon?

ok, so i've had my peiods for 2 1/2 years now and have never used a tampon cos, well it hurt last time i tried. apparently it's because the vaginal entrance isn't stretched enough, so i thought i might as well feel around a bit, and it's a bit more stretched cos i can fit my finger up there but how far should a tampon go in? cos there's like a loose bit then further up there's like a tight ring then you go through that and it's like a bit wider...should it go past the tight bit or just stay in the entrance?? i'm scared i might not be able to get it out again....please, no stupid answers...need professional advice from experienced people...??xxx