Hi A.Fiend1983, and welcome to the boards.
That does sound frustrating - I'm sorry your day had been ruined. Let's see if we can figure this out together.
Another user just recently asked the same exact question, and we talked about it in this thread here. Would you give this thread a read and let me know what you think? Maybe some of the suggestions there can help. viewtopic.php?f=9&t=10154
Putting your finger in your vagina to start is a common piece of advice because it can help you figure out why the tampon feels like it's hitting a wall. Sometimes that "wall" feeling might be because you're not quite in the right spot; sometimes it can be because you're very tight and not relaxed enough. Using your finger, which allows you to feel how tight you are and whether you're in the right spot, can be a useful first step. Can I ask why you're a feeling freaked out to try with a finger first?