Him fingering me hurt...

Hey, so my bf has already fingered me a few times (without any penetration involved), and while I never orgasmed, I liked it a lot. The latest time, though, he put his finger inside of me for the first time and moved it like a penis... At first, it was also a great feeling, but after some time (although I was wet enough!) it just started hurting and I told him to stop. Does anyone else know that feeling and what can I/can he so? And could that mean that sex could also turn out to be very painful to me?