What do you do if your lip ring wont go through the last layer?

If you mean in performing the piercing: you stop what you're doing, and have it done by a professional with the proper tools, or, at the very least, obtain the proper tools yourself.

If you are referring to inserting jewelry in a pre-existing piercing: I would suggest obtaining a taper in the same size as your jewelry, apply some form of lubrication, then ease it into the piercing until it is almost all the way through, then use the jewelry to push it the rest of the way and out. An insertion taper makes this easier as the jewelry will screw or fit into the dimple on the back, making the last step easier. Most piercers will also perform this service for a small fee if you are uncomfortable doing it yourself.