Scared of sex.

So I'm currently involved with a really great guy, and him and I have tried to have penetrating sex, but it was far too painful so we decided to try later. I really do want to have sex with him, but I've been scared of sex for years and not I'm so in my head about the pain that I can't bring myself to want try try again, even though I really want to mentally. Any ideas or tips to help me with this anxiety?