Don't tough it out waiting for them to break in, because if your heels and sides hurt after two days of skiing, it means the boot's just not your size and that's that. Before you return them, try this: put the boots in an oven on low heat (like 60-70 degrees) for a few minutes so the material softens up a bit, then put them on with the ski socks you normally wear and tighten them well while they're hot, and let them cool down while you're wearing them. If they're still killing your feet after that, return them without hesitation, because skiing in pain is a bad idea and you'll end up with blisters that ruin the rest of your season anyway.