I can't say it better than
Sheldon Brown. From the link:
"When a cyclist finds a saddle uncomfortable, the first impulse is often to look for a soft one. This is often a mistake. Just as the softest mattress is not necessarily the most comfortable to sleep on, the softest saddle is not the most comfortable to cycle on."
My guess is that you're actually straddling the nose of the saddle. If you're putting all of your weight there, then yes, you're going to be in agony. Read the article at the link, then go to your LBS (or a different one) and ask for help having your saddle properly adjusted for you.
ETA: Seconding the Brooks recommendation. But do try having your current saddle adjusted before replacing it.