Question about tampons.?

I use the brand OB size regular when I go to take it out it is really dry and sometimes the tampon unravels. When I put it in it hurts the back wall of my vagina but only when I first put it in because of the pressure. I change my tampon regularly every 3 hours. I have sex with my boyfriend. But my question is does this happen to anyone else? Is there something else I could use? I don't really like using pads they are even more uncomfortable.