My first rabbit Bailey used to do that..sort of a "Hey! I'm done, put me down!" It does hurt, so I do feel for you.
Maybe rabbits aren't a great choice? Even the most friendly of bunnies has off days where they can nip.
He might be nervous because of the change in environment, or from being held so soon. Maybe you could find it in your heart to give him some more time to adjust?
Good luck