So, here's how I got mine to work:
I know a several people have some trouble with insertion; their muscles are too tense, they're a little too tight, or it just won't seem to budge any farther than half-way. I'm a 20 year old virgin, never used tampons before. I started stretching myself out in anticipation to using the cup, so my the time the cup came that wasn't that big of a problem for me; I could already fit several fingers. But, when I tried inserting the cup, my vagina didn't seem to want to make room.
So today, I figured I'd kind of try "preparing" myself before even inserting it. Basically, just insert as many fingers as you can (at least two, ideally three) and really just give your vagina a good stretch. Seriously. Don't over do it, but for several minutes, just give it a kind of stretch-massage (heads up; it gets bloody), and then insert the cup . It sounds weird, but it worked like a charm for me. Fingers are much more yielding than the silicone of the cup, and you have control over the pressure, etc. The vagina just stretches to make room for anything that goes in there, and since you're more gently stretching it out with your fingers beforehand as opposed to just ramming at it out of nowhere with a hard plastic-y cup, it'll be much more yielding for the cup afterwards. (Lube totally helps, too.)
So, just something to try if you're having trouble getting it inside. If anyone hasn't tried this. For all I know, EVERYONE does this, but I just thought of it this morning (like, "Duh! maybe I should give my vagina a head's up to make room before I start stabbing at it?") and it worked perfectly for me.