painless sex

I'm trying to prepare myself to have sex but every time we are about to have sex, I get tense and he can't put his penis in my vagina. I am scared because I've heard it hurts really bad but my boyfriend says your first time shouldn't be painful if you're well lubricated. We basically do a lot of foreplay but when it comes to putting it in, I get tense. Is it possible to make your first time not be painful? If anyone has had painless sex or not too painful, please let me know how it went and what it is you girls did to not feel much pain.