Well, there may be medications, or "exercises" like kegals. At the ob/gyn clinic I work for we actually have a physical therapist on staff who specializes in pelvic pain and vulvar disorders. There may be someone in your area that your doc can refer you to. The bad part is that sometimes a patient ends up needing surgery to diagnose and treat some underlying cause, like endometriosis for example. But I wouldn't jump to that conclusion or anythingjust yet. It really is a common problem that not a lot of women talk about. I hope that helps you out a little bit!
Other than that, have you tried using lubricants and just relaxing? If you're tense you vaginal walls will tighten up possibly causing pain with penetration.
I hope you find some answers!!