Embarrassing bedroom time

Yes I'm posting this anonymously. For one I've never talked about my self life outside my fiancé and two we've never had "problems" before!

I am currently 32 weeks pregnant with our second child. Our first was a breeze when it came to naughty time! I was getting him to understand as a first time dad he was not going to hurt the baby lol

Now as for this second one we haven't really done anything up until the last half of my second trimester due to me being soooo sick... anyways since we have started with our usual naughty time I have been hurting as soon as he sticks the tip in... mind you we use a ton of lube and I've been making him stop to add more if we make it that far into it. I have made him stop because it hurt so bad that I cried then I cried because I've never cried during sex before and was so embarrassed! I don't know what to do my sex drive has sky rocketed now and that's all I want but it hurts so bad to have him in me... hell it hurts even when I play with myself! Have any of you even had this going on while pregnant??