There are two possible causes of the pain: lack of lubrication or an inability to relax. Use plenty of spermicidal lubrication and learn to relax. The muscles tighten involuntarily. Taken to its extreme this is called vaginismus and can prevent women from having sex. It is treatable and many women experience this until they become comfortable with themselves and what they are doing.

Have you masturbated to orgasm? If not, that is the best way to learn to allow orgasm to occur.

Are you able to achieve orgasms from fingering, oral, or masturbation?

As you are probably aware, it takes a lot of physical endurance to work up an orgasm. The body tenses, we perspire, our breathing changes, and it may possibly be that you get so far into the process and pull the plug so to speak in order to relax.

If you haven't yet experienced one or two orgasms then you might be stopping him because of the feeling you have to pee. This is a false indication that we all experience when new to masturbating, and if this is the case, know that the signal will go away shortly.

Regardless, you have to be willing to experience all the physical conditions associated with a pending climax in order for there to be a meaningful release during the orgasm. You can tell when you are nearing or at the threshold of an orgasm by these signals:
* Your breathing will become rapid or haulting, depending
* Your body will perspire
* Your attention and focus will be on your body and the sensations you are feeling to the absolute exclusion of what is going on in the world around you
* Your body will become tense and your toes may curl or you may make a fist
* Your facial expression will take on a distant look/stare or one that seems to express pain

If these are not happening, especially the narrowing of focus, then you are not even close to having an orgasm. For you to experience an orgasm, you have to be willing to experience all of the above and simply press through all the tension. You will know you are close to the trigger point when you want more deliberate stimulation and at a much faster or increasing pace.

As for the pain, I assume you have opened your hymen, previously. it is my educated guesstimation that your vaginal opening needs to be stretched. Over the course of many months or years, this will happen, although why wait? In the span of a few weeks you can accomplish this on your own with the following exercise done once or twice daily. The exercise takes 15 mintues, most.

Partially fill a bathtub with very warm water. No soap or bubble bath. The water will soften the skin. Relax, and insert one finger just inside the opening and then tug in each of four directions in turn, holding the tension for several moments before changing to another quadrant. You can go around the opening one or more times each session.

In a few days you will be able to insert two fingers, either of one hand or one from each. When you can do this, use them to tug and hold in opposition. Within several days or weeks, you will find that the opening has enlarged and will accommodate a penis with no discomfort.

There can be other causes for pain. One is Vaginismus that is an involuntary spasm of the muscles surrounding the vagina that closes the vagina. This condition causes penetration to be difficult and painful, or even impossible. Without knowing much about your situation, it is impossible to evaluate what might be happening to you.