I got my gf a vibrator and it hurts?

I just bought my gf her first vibrator today. She's a virgin so I wanted to get her something she didn't have to put inside of her to get pleasure from. I figured the vibrations from a vibrator would work. I went with the "neon luv touch one touch 5 function bullet" it's small and I figured she could just use it around the outside of vagina.

Well she shoved it down her pants as soon as I showed it to her. I was a little pleased to see her enthusiasm but nervous to see her response. Well, I was right to be nervous because as soon as she turned it on she wanted to turn it off. She could not get it out of her pants fast enough. She said it was uncomfortable and actually painful. This was not the response I was looking for at all!

She said she put it right on her hole, so I wonder if maybe it might have to do with it being really sensitive on her hymen? But I really don't know much about the vagina so I dunno what it could be other than that.

She's out with friends now but with be home soon and is eager to experiment with her new toy (and me, of course). I really want this to feel good for her, but obviously if it's hurting her it wont feel good.

Can anyone PLEASE tell me 1) what the problem is. Do some girls just not enjoy vibrators?? or what? and 2) if there is a better way of using this thing on her. She is eager now, but she has a habit of disliking things too quickly if all doesn't go just right. And I know a lot of girls really enjoy it.