Generally I've heard/read that you shouldn't necessarily be stretching the muscles before a workout, but rather loosening them and warming them up. Think swinging arms, side to side steps or walking, arm circles and raises....that sort of thing to warm up.
I'd probably start off by talking to the trainer and letting him know that the last time you did exercise X, it hurt you and how. He should be able to ensure that you're ready to do that exercise and that you're using correct form.
"There's no such thing as failure. There's only feedback. Stop judging yourself & start recognizing it for what it is, an entry point for learning. The truth is, if you're not failing then you're not really reaching & really trying. If you don't like the outcome of a situation, learn from it, make corrections & reapproach wiser & stronger until you achieve your goals."