My breasts are engorged even though I am pumping. What should I do?

If extra milk... And if you have an oversupply, store some away in the deep freeze for future use or donate to a local neonatal intensive care unit for the preemies who need breast milk!
Oversupplied. Breast milk production is based on supply and demand - the more you pump or nurse, the more milk your body makes. This is how the body knows how much to make, especially when feeding multiples or during times of rapid growth. If you are pumping and still have more milk(engorged), either your pumping is not getting all the milk out or you have an oversupply. Try massage before pumping to help flow.
Continue. Keep doing what you're doing! unrelieved engorgement can decrease milk production. Try Ibuprofen or acetaminophen, cool compresses and gently massaging the breast. It should get better in 24 hours.