I use it from the very beggining coz I couldn't be bothered, lol.
You shouldn't be able to feel it. Are you sure it's opened up all the way? Run your finger around it to make sure it's popped open fully. The first few times I was putting it up too much before letting it open and found it was going up behind my cervix and staying folded up ITMS, so that could cause the pressure and leaking? That's all I can think of!