Oh god i have the same issue at the moment. But the best advice i can give you is simply to KEEP THEM ON at all times even though it hurts it will go away in 2-3 days of CONSTANT wearing. Trust me i made a big mistake, not only does it alter the process and make it EVEN longer, but it hurts even more when the mouth is already relieved and you re-apply pressure. Take 200g ibuprofen to relieve pain or my favorite, liquid orajel (numbs the mouth). Eat really soft foods, soft toast, soup, pasta etc... Hope you feel better.
Edit: to the answer below me, DONT WORRY you will not have them for years! At most 2-3 months and if you follow procedures correctly and your crossbite is small, i'd say maybe a month and few weeks. Luck!
Just take aspirin or advil
TAKE THIS ADVICE: Wear them on all the time, 3-4 times a day. If you do this, after a week or two you won't feel the same pressure you had when you first were putting them on. If you wear them all the time for 2 days then don't for another 2 days, then try again the next 2 days, it'll just make the process longer and make the pain last longer. It'll go away soon, don't worry!
That's how they are. Try some Anbesol oral gel for the pain. Way back when I had braces someone once told me to eat a steak right after they tighten them up each time. Not sure if it loosened the braces up, or if it just desensitizes your teeth, but that seemed to help me.
As far as how long, that all depends on the severity of the changes you need. Sounds like you might be in them for a few years.
The Anbesol works real good though. Hope it helps you.