Help?

I recently started trying things with my boyfriend, not sex but everything leading up to that, we’re each other’s first so it’s all new & exciting but we ran into some difficulties, he keeps trying to finger me & the first few times it just hurt too bad we had to stop , since then we’ve figured out angles and everything it doesn’t really hurt as bad but it doesn’t feel good? It’s kinda just uncomfortable & makes me feel like I have to pee, I feel like I’m frustrating him, any advice?