It seems mad to non-dancers (or new pointe shoe wearers!), but the first thing you have to do with new pointe shoes is break them.
I do not mean smashing them in the door or dunking them in water - breaking-in has to be done gently and carefully.
Breaking-in is necessary because everyone's feet are different, so you need to soften and bend the shoe exactly where it suits your foot. Strange though it may seem, if you break in your shoes properly, they will actually last longer.
Once again, Lisa Howells has some great advice on how to break in your pointe shoes:
Here's another illustration: