OUCH!!!
Lube.. Don't EVER put something dry in there. Some women just don't make that much natural lube.... I use it all the time and I've been having sex for years. Use lube and your problem should go away.
It could have been that you broke her hymen, but if she's ever used a tampon (or a host of other activities) that's really unlikely. Most women don't make it to adulthood with an intact hymen. And since it's happened multiple times, it seems more likely that you made her bleed- not trying to say you were doing it wrong or anything, it's really easy to cut the inside of the vagina because it's really delicate. Even when you finger her, wet your fingers somehow, with lube or with spit or something. And watch those nails!! Keep them well groomed.