Tampon trouble?

I just managed to apply a tampon for the first time.. before I left the bathroom took a couple of steps and found that I couldn't feel it, so I assumed it was in properly.

About ten minutes later I checked that I could still reach the string (I get a little paranoid) and found that the string had started to soak with blood.

I've now noticed that when i sit down I can slightly feel it, when i asked my mother about it she said that I didn't put it in far enough.

I don't want to remove the tampon while it's not completely soaked so i can avoid the pain, will it be okay to keep it in and wear a liner until it's absorbed some blood?

It's not very uncomfortable when I feel it, I know I can put up with it for a couple of hours so comfort is not a problem.