My boyfriend can't feel anything with a condom HELP!?

So I've only ever had condom less sex with my boyfriend first time and everytime but he always pulls out in time,(ive been on the pill 8 months before our first time) and now I get really nervous and want to start using condoms and we tried having sex with one and he said he can't feel anything at all( He wouldn't lie to me to get out of it and he's not lieing), so what can I do? I really want to start using more protection because I hear so many people get knocked up on the pill (even tho I'm a perfect user)