Sex while pregnant

Okay so I’m almost 33 weeks pregnant and my boyfriend and I have tried having sex. My mind tells me yes and I become horny but then my body ( vagina ) says no. I’ve NEVER had a problem getting soak n wet below but being pregnant has kinda changed that. So we had sex and it felt good for a moment but everytime he went in it hurttttt and then made me feel like I had to pee. He felt bad and tbh he’s not always worried about sex. Its usually me always wanting to haha so I let him finish and I gave him head but is there tips on how to have sex while pregnant or anything that can help that won’t put an infection on me lol ?