Pain durning sex.. any advice?

when me and my boyfriend have sex its hurts me! when he sticks it in and we start .. i start to feel pain.He loves sex but i always avoid it because of my situation and i haven't told him yet.He thinks hes bad in bed but i cant handle it My doctor says there is nothing wrong with me and that i seem fine. I was told that maybe im in the many few who have an sexual abnormality.. is there any other explanation? what could be the problem?