This may be a "conditioning" problem, as it does take a bit to get used to the impact stress on your body.
It is also possible that it is a mechanical error. When using your instep to hit roundhouse kicks with, make sure to use the part of your instep closest to the shin. Impacting on the part of your instep nearest the toes can cause painful hyperextension of the ankle, and increases chances of breaking your toes.
Best bet by far is to talk to your instructor, and let him/her evaluate your particular mechanics.
"In case you ever wondered what it's like to be knocked out, it's like waking up from a nightmare only to discover it wasn't a dream." -Forrest Griffin