Best not to change, just wear one suit or pants/top combo for the whole race if you can. If its really cold then wear a wetsuit for the swim with your other gear on underneath so you just remove the wetsuit. Saves time and energy. Tri-pants usually have a lightweight cloth pad in them which, although not as comfortable as proper cycling knicks with a chamois, is enough for the duration of a race and doesn't get in the way during the run. If you're really worried about it, go to watch a race before you participate in one. You'll learn a lot from just watching what others do.