I had the same thing happen when I first started. I gave up for awhile, not wanting to suffer through that, but it goes away. I'm no expert, but since I've been doing it regularly (twice a day, every day), I don't have that problem anymore.
The main thing is: Breathe through your mouth at ALL times! I start breathing through my mouth before I start pouring, and exhale as I start.
If the water is draining down your throat, spit it out and clear your nostrils by exhaling sharply (DON'T hold one nostil closed like a normal nose-blowing -- this is what sends the water into your ears/sinuses). Then try again. If you still can't get it right, try a steam to loosen things up and blow your nose as much as possible before you neti.
Whatever you do DON'T BLOW YOUR NOSE AFTER! It hurts, as you already know. ;-)
I hope this helps. Don't give up; it is tough at first, but maybe it's just the initial cleansing, getting through all the stuff that's been there for who knows how long? That's how it seemed for me anyway. Good luck!