You may have to do this for the duration of the feed, but this is usually not necessary. The same principles apply whether you are sitting or lying down with the baby or using the football hold. A baby properly latched on will be covering more of the areola with his lower lip than with the upper lip. The baby learns to suckle properly by nursing and by getting milk into his mouth. The baby's suckle may be made ineffective or not appropriate for breastfeeding by the early use of artificial nipples or from poor latching on from the beginning.
Some babies just seem to take their time developing an effective suckle.
My nipple turns white after the baby comes off the breast. The throbbing part of the pain may last for seconds or minutes and may even blanch again. Sometimes this pain continues even after the nipple pain during the feeding no longer is a problem, so that the mother has pain only after the feeding, but not during it. Pay careful attention to getting the baby to latch onto the breast properly. This type of pain is almost always associated with, and probably caused by whatever is causing your pain during the feeding.