Married 6 months, no penetration due to pain

Hi,

I am 27 years old. We got married 6 months ago. We have tried sex many times but I cannot get him inside due to sharp pain when he tries to enter me. We recently went to a gynaecologist to see if I was too tight or if there was an obstruction. She did a finger inspection with one finger first and then 2 fingers. I felt pain during the examination also. She told this was normal and I should loosen up, relax and let him enter me. We tried again but the pain just makes me stop him Entering me. I must add we have foreplay and I am well lubricated. What can I do?