Kind of like Hints from Heloise. Part One.
When you buy cheap heels that cut into your feet, use leather softener.
It helps if you have brothers that play baseball and have leather softener handy to soften their gloves and such...and it works like a charm. Rub the softener along the outside of the heels and allow it to soak in. Even if the heels are not truly made out of leather, it creates a more cushy environment for you to enjoy. :-)