You're not supposed to use underwear, the pad is there for comfort and sweat absorption.
You need to pull it all up and hope it stays there. Sitting on you penis and/or balls is very painfull. Get them out the way!
One trick I used is to wear a long enough t-shirt so you can tuck your balls etc. up in the shirt. It's a bit of a hassle, but in the end it works and things stay out the way most of the time.
