Hey! I know what you're going through, I've always had painful sex, every single time, it really puts a strain on the relationship and even stops me from enjoying it. Is it painful all throughout sex, or is it just when the guy enters you?
First of all I'd suggest going to see your doc, to rule out any physical problems (like pelvic inflammatry disease or emdometriosis) that could be causing this. If everything turns out fine, it could be a psychological block, this is called vaginismus.
Make an appointment with your doc and see what she says. There are ways around this, so don't worry.