Canesten is a treatment for a vaginal yeast infection. The infection itself causes burning and itching in the vagina, so putting the cream inside at first can burn, the same way as putting cream on your skin when it is burnt or dry can hurt at first. The popping sensation is probably the sensation from the applicator pushing air into your vagina upon insertion. The cream melts inside and produces the white liquid. I would finish all your medication and if you don't feel better by then see your doctor back because sometimes you could have a different kind of infection. Hope this answers your question and good luck.