Bleeding the first few times you have sex is completely normal. Some women even experience it every now and again after they've been having sex for years when their cervix becomes particularly irritated from intercourse.
What hurts during sex? Is it coming from inside you when your partner goes deep? If so, your partner is most likely large enough to hit against your cervical opening. Switching positions or just simply letting him know not to go so deep in that position will help. Also, your cervix changed position throughout the month and sometimes it will be lower than others, making it easier for it to become irritated by sex. This often will cause slight bleeding right after sex.
If you notice that the pain is not coming from deep within you but instead around the outside/opening of your vagina, than that most likely can be lessened with proper lubrication. Foreplay (gooood foreplay

) really is necessary for a woman to enjoy sex. It takes a few minutes for our genitals to become aroused and for our bodies to produce enough natural lubrication to make penetration easier. If you do feel as if you were fully aroused when this pain took place, than try using lubricant (you can get several different kinds at walmart) next time. It should really ease the friction against your vaginal opening during sex and make the experience more enjoyable over all.
And last but not least, please make sure you are letting your partner know that you are experiencing a bit of pain with sex. Everything going on with you is completely normal, and I'm sure your partner does not want to hurt you. Letting him know to take it a little easier or give you more time to really "get ready" shouldn't be a problem for him. Good luck hun, and let us know how it goes.