Yes, what JulieO said. And hearing aids should not hurt your ears. Whether they are "in the ear" or "behind the ear"
they can be adjusted a little to eliminate a sore spot. Talk to your audiologist.

I should have stated my problem better. Here it is.
I have had 2 sets of hearing aids during the past 7 years. At first the aids seemed ok, then they became uncomfortable,and then increasingly painful. Now I am testing a third set, hoping there is a way to suppress some frequencies, but there is not. . This set becomes painful after wearing for about 6 hours. I am not bothered by normal sound when I am not wearing hearing aids. I recently had hearing tests from 2 audiologists, and each test was extremely painful in a few high frequencies. Incidentally, one audiologist tested my comprehension of spoken words using normal volume and again with lower volume. My comprehension of the words was better at a lower volume. Both audiologists were concerned that my ability to hear speech would be worsened if they suppressed the higher frequencies. I don't think either mentioned hyperacusis, and I started to read about it yesterday. If that is my problem, have you more suggestions? I am hoping to understand my situation better.
Fortunately I can return this hearing aid with no charge, returns are very expensive for most aids.