Not all headphones fit all skulls and ears. Long term comfort is not something you can gauge online or even at most stores. Headphones can feel ok for a minute or two in the store, but after 20 or 30 minutes they start to be real uncomfortable. Even Sennheiser, who makes good headphones, has some models that I can't wear for a long time.
You may be able to adjust the earpads and such, but it might be best to take them back and get headphones that fit you better.
Thanks for the advice, I brought them from amazon.
I don't really think the problem is fit though, it feels more sound related.
I will give them another go later, see what they are like tomorrow.