I would also like suggesting to call your insurance company. Ours paid for our rental hospital grade pump because my son was premie. We basically just got the doctor to 'prescribe' my breastmilk for him in order for them to pay for it.
Also check the size of your horns to make sure they aren't too small/big. The 'standard' size given in the kits is Medium, but they make small, medium, large, x-large, and xx-large. They may even make one size up from that, I don't know. Point being, one size doesn't fit all. I could barely get anything out with the pump until I got a larger size.
I third pumping more often until you get your supply better established. Also, if you can, do as much skin to skin with your baby as you can. I always found that my pumping sessions following kangaroo care were always much more productive. Also, I did use Fenugreek at first, though I don't know if it was necessary.
To encourage you further, remember that there are women who are able to induce lactation without pregnancy. You CAN do this. Stay determined and focused, and you can hurdle any challenge.