I've skimmed most of the replies and just wanted to add a couple of points. You've gotten some great advice already.
First and foremost, if you suspect thrush at all, do not, I repeat do not
use lanolin. It's great for use as a preventative and to treat sore nipples, but yeast love lanolin and it can make a great enviroment for them to live in. Instead, see if you can get your health care provider or LC to write you a perscription for Dr. Jack Newman's all purpose nipple ointment. Here's a linkhttp://www.kellymom.com/newman/c-candida_protocol.html
Now, it is possible that this isn't thrush. Does your baby have white patches on his tongue or lips or gums? Are your nipples bright red and feel as if they are on fire? Do your breasts ache or do you exeperience sharp pains in them as if they are filled with shards of glass? These are al signs and symptoms of thrush. Nipple pain is just one.
If it hurts less to express milk with a pump, I would suggest to you that this might be a latch issue. I had thrush for months and, even tho my nipples were sore, the pain didn't intensify during a feed. I had pain during initial latch on, but it stayed the same or lessened as the feed progressed. When ds's latch was bad, the pain got worse over time. It's entirely possible that your baby isn't getting enough milk because of a poor latch.
This CAN be remedied!! Have you tried breast compression at all? If you go to www.breastfeeding.com
, there are several videos on how to get a proper latch.
Was your delivery fairly fast or was your baby born via c-section? If so, You might also want to consider cranial sacral therapy.
I hope that you can get the help you need