Try wearing them in the house for an hour or so randomly. it helps break them in, and you can just takee them off when they hurt.

1st time i wore my knee highs out, i was strapped in as tight as a corset 'cos they're so narrow, and I got cramp in my calf halfway through the eve. I knew if i took them off I'd never get them back on again, so everyone got treated to my jumping up and down, hitting my leg and swearing profusely for 5 mins :-\