how do i make my first time hurt less?

my bf and i have been trying over and over to have sex but honestly each time i couldn't bare the pain and told him to stop. it hurts so much that i can't help but cry afterwards. this happened about 4-5 times and i still can't bring myself to take it in all the way. please please tell me if there's a way to make it hurt less other than lubrication. i really want to do it and i know he does too.