step 1 - ensure your saddle is the right height, setback form bottom bracket and angle, using a spirit level to get it dead level is a reasonable start. If you're not sure about the right height and setback then put your stats into here:-
http://www.competitivecyclist.com/za/CCY?PAGE=FIT_CALCULATOR_INTRO&INTRO_LINK=NOREDIR
probably need someone to help you take the measurements but the results will give you a good starting point. Remember that as you move the saddle back you need to lower it to keep the same reach to the pedals and vice versa. Easy way to measure saddle setback is stand bike upright with rear wheel against a wall or door. Measure from the wall to the centre of the BB, then to the nose of the saddle and subtract the latter from the former, that's your setback.
step 2 - once your saddle is pretty close position wise then work forward to make sure the bars are now good, if need be adjust the bars, angle or new stem, to match
step 3 - attend to personal hygiene to make sure that you don't get an infection and use some cream before each ride, wear decent padded shorts.
step 4 - the above should see improvements but it may be that the saddle isn't the one for you so experiment with saddles, but not before completing the previous steps.
step 5 - always be prepared to make tiny tweaks as you get attuned, do really small amounts, no more than 5mm at a time.
Don't forget that riding style, and fitness, matters as well, if you pedal a lot and work hard then the pressure on your sitbones will be less. You'll often hear people complaining that a certain saddle is only comfy for about x miles then gets gradually more uncomfortable after that. What they don't always realise is that, as they get tired, their posture slumps and pressure is applied differently, so the saddle hasn't altered, their fitness just isn't up to maintaining the right position beyond a certain distance.
