Deep penetration hurts

Okay, so the thought of having rough sex really turns me on, but I can't even handle when a guy goes too deep. Short, shallow strokes get me going and then the guy ruins it by going deeper and harder than I want him to. Then I'm back to square one. I thought it's painful when I go long periods of time without, but now I'm not so sure. How can I go about enjoying sex the way I want to without pain? (Yes, I've explained to the guy that I hate long periods of sex and that going too deep turns me off). Is this even normal?