Try relaxing and having him get in more slowly. Lots of foreplay and lube. Try not to anticipate pain because this can make you tighten up. Just relax. Maybe have him loosen things up with his fingers first.

If this keeps happening or if even touching your vagina is painful, go to your gynecologist. This could be a sign of an infection or something else going on, such as vaginisimus (involuntary muscle contractions that can be painful--don't worry, there are therapies that work).