Hi Tom,
What type of CPAP machine do you currently own? What is your CPAP pressure? This is common problem at moderate to higher pressures as the pressure is working WITH your body on the inhale, but AGAINST your body on the exhale. The only solution that addresses this right now is a comfort feature available on select models of Respironics CPAP machines - it is called C-Flex or A-Flex. The Flex feature syncs up with your breathing and drops the pressure a good bit on the EXHALE, allowing your body some relief, and brings the pressure back up to therapy level on the inhale. These are our most popular machines at this point. Here is a very popular model that includes C-Flex:
http://www.cpapsupplyusa.com/Respironics-REMstar-Plus-M-Series-with-C-Flex-Heated-Humidifier-and-SmartCard-DS200HS.aspx
HTH,