I employed a similar method to
.
only I used a torn up pair of my (now ex

) girlfriend's pantyhose and a tube sock.
I had pain for about the first week, but now no pain at all. At first I could barely cross my legs and it was slightly uncomfortable, but no longer a problem at all.
Also one really great thing I found starting out... rotating the round bits 180deg before tucking them up there (move from the bottom to forward then up) helped the connecting bits from getting constricted/bunched at all which made it way more comfortable. Seems like all the pain came from those, not the actual round bits themselves...
But now the orientation doesn't matter so much. I haven't experienced discomfort in months and I do this on the daily.
Good luck, you are gonna be fine!