Painful masturbation

When I masturbate it's amazing when I stimulate the clitoris but when I try to finger myself or penetrate with another object it hurts pretty bad and does not feel right, it's not like the hymen or anything, it's like the walls of my vagina get irritated or something. I've never had sex, and I can't tell if I'm just going at the wrong angle or what, but I want to enjoy penetration and don't want it to hurt!!! Help!