Questions about CPAP

I recently was diagnosed with "moderate apnea" with 96 disturbances in a 4-5 hour sleep period and an average of 24 disturbances an hour. I went back to the sleep center for another study with a CPAP machine and got NO sleep and they sent me home at 3:00am. They tried the nasal mask and a full face mask. I went to my PCP and asked he'd prescribe a machine for me so I could ge tused to it at home. I ended up with a Resmed S8 compact with the humidifier and a swift pillow mask. They set it up with the recommended pressure of 8 from the sleep center. I have been using the machine for 5 nights now and seen little or no improvement in how I feel in the morning. I still have very restless nights where I wake up multiple times for no apparent reason. I am not sure if they are still apneas or I am just getting used to wearing the mask. I still oversleep most days and feel run-down during the day. I called the people who supplied the machine and they said give it another week to get used to the machine. They also said that the pressure might need to be increased. I guess my main question is, can and should the pressure be changed by the end-user? I don't know how to do it, but if I found out should I try upping the pressure to 10 or something? Should I maybe schedule another sleep study and bring my pillow mask with me to use?

Very few people feel better at the beginning of treatment, took me a couple of months before I felt different, give it a chance, then you can always try different masks, settings etc, be patient and read these boards plenty of knowledgable people to help you, keep posting your questions, and good luck in your treatment.
Ed

I forgot to mention that I ordered a Breeze SleepGear and got it in today. I read some pretty good things about it here. Looks like it should be better for side sleeping, which I do.