Sex really hurts! help...

My boyfriend and I, are kinda new at this whole sex thing. Both him and I were virgins but last month we actually started having sex. The thing is that it really hurts, every time. I've tried to come up with theories that it's because I'm small down there and he's pretty big but even when he fingers me it's uncomfortable. I'ts getting pretty ridiculous and I've decided that I need to make an appointment to see a doctor. Just wanted to know if you guys had any suggestions?