pain during sex

okay so the first couple times I had sex it hurt which I thought was normal because everyone says that's what is supposed to happen. 
however, I've done it quite a few times now and it's still painful. I've heard that it hurts when you aren't turned on but I don't really know how to have fun with forplay. to be honest I don't really know how to turn myself on and neither does my boyfriend.
does anyone have any advice for me? i'd appreciate it.