A few suggestions. You should ask for a hard copy of your sleep study and your prescription for a CPAP. Down the road you will question where you were at when you got into this stuff. And if you live in the US you need a prescription if you want to buy a mask or a machine on line or at another clinic.
The DreamStation CPAP is a basic fixed pressure model. On a quick check of the DreamStation Pro it really does not have much more to offer, and is still fixed pressure. While it varies by country and jurisdiction, at least in Canada the cost of an automatic machine is as little as $30 or so more than a fixed pressure machine. So if you are going to go back for a better machine I would start out by asking for an automatic machine like the DreamStation Auto. Or better still if it is available to you, the ResMed AirSense 10 AutoSet.
As far as making the machine you have work better for you there are a few things that may help. Based on what I see, this machine should have a SmartRamp feature. This ramps pressure up and then switches to your set pressure when it detects you are asleep. You should also be able to set the pressure the ramp starts at. A pressure that is too low can feel suffocating. A start pressure around 6-7 cm usually feels comfortable to most. If you don't set it, the start pressure likely defaults to 4 cm which is low. The machine also appears to have the Flex option. It reduces pressure somewhat on exhale, which can feel more comfortable. It has a setting of 1-3, with 3 giving more relief on exhale. The issue with it is that it may reduce treatment effectiveness so then you have to increase the set pressure to get the same results, which makes it a bit of a zero sum game. The ResMed machine gives you the option of only using it (EPR) during the ramp period, which tends to work better.
Masks can be difficult. There is a DreamWear mask system which some people like that has three interchangeable inserts that make it into a nasal pillow mask, or nasal mask, or a minimal contact full face mask. What specific mask are you currently using?
And another couple of questions. What pressure is your machine set at? Do you know what AHI you are getting while using the machine? Post back, and we may be able to help you out more.