Painful Sex

I have only had sex a couple of times in my life but both times have been extremely painful, to the point where I can't enjoy it at all. I would go to an OB/GYN but my mother works in that office and my sister works at the local clinic and coming from a very religious family it would be disastrous if they ever found out my fiancé and I are sleeping together already. Any help, advice, tips, and info you can give would be great!!