I am a family physician and must say that this is a common question, especially since many people who have tender or fibrocystic breasts are commonly told that soy milk/increasing their soy intake will be helpful. While it's not true for everyone, I have had many patients increase the soy in their diet, only to develop drastically increased tenderness. Anecdotally, I have terrible breast tenderness when I consume soy products, but that's just me.
It's important to keep a daily diary of your symptoms, joting down your tenderness on a scale of 0-10, for a couple of months at least, so that you can determine if it really is related to soy, or more in tune with your menstrual cycle. Cut soy out entirely for a month and then add it back at the end of your period, when breast tenderness is usually at a minimum. I have had many patients who discover that their symptoms are entirely cycle related, and many patients who find that soy is a DEFINITE trigger. Just because ALL women don't get tender breasts with soy products, doesn't mean you don't!
I also talk to patients who have been told that evening primrose oil, borage oil, and Omega 3 sources would make their breast tenderness better, only to have these exacerbate their symptoms as well. Keeping a diary and adding in only one supplement at a time will help to determine what is helpful and what is not.
Good luck, and listen to your body!