Bluedot, I can feel your pain!
When I read your post, it's like I was listening to myself.
I've just gone to the gyno about this... He said that earlier that day, he had 3 women, all with this problem. I wanted him to make sure, first of all, that there was nothing medically wrong with me. (here's what he explained to me... Perhaps it's the reason for your pain too.) if there's no reason medically, it could be said that all the pain was my own doing - that is... When I anticipate sex, and anticipate the pain, I tense up, I brace myself. Even unvoluntarity, unconciously, but it tenses the muscle right at the entrance to the vagina.
He said that the best way for me to have sex and get used to the feeling of sex is to spread my legs very wide apart. Normally when I go to the gyno, the pelvic exam really hurts with that thing they put in there. But he showed me that if my legs are spread as wide as I can, there's no pain. It doesn't allow that thing to come in contact with the muscle in the vagina, it doesn't tense it up, doesn't freak me out... Doesn't start the idea rolling to expect pain.
Since then, i've had sex two wonderful times with my boyfriend - and for the first time ever in my life it felt good. There was still a little bit of pain, but this is really the first time that I could fully have sex, and of course, it's going to hurt a woman's first time anyway.
The best position was for me to kneel on the floor, bent over forwards onto a couch. Or stand next to a bed with my legs spread really wide (bf conveniently tied them apart). My arms were either tied or held out in front of me so I couldn't reach down and stop his penis from going into me, which is my first instinct at the first tinge of pain. I find if I just go with it, relax, savor the things that feel good, it begins to feel wonderful...