Painful Sex

Okay so, I had sex a week ago with my boyfriend, we did the cowgirl position and we used a non-lubricant condom. He ate me out first then fingered me. As I went to sit down on it, I almost screamed. It was so painful, I just couldn’t go up and down, I was almost crying but keeping it in. He was really gentle and was rubbing my back to relax me but I couldn’t relax, I was sweating, both of us didn’t cum, he had pre cum but that’s it. What do I do if this pain is going to happen every time? Do I use lube? Do I do another position? Help me