What's wrong with me?

Almost everytime me and my man have sex if he goes to deep it hurts like a sharp surprising pain and I just can't let him keep going. Along with that I don't stay wet even if I feel really turned on. I think maybe it's because my body gets turned off because of the pain but I'm getting tired of holding back during sex! I want deep penetration and for him to just take me! Someone have any idea what's up? It's only ever during sex that there's an issue.