It doesn't really hurt per se... It kinda feels like a bad period cramp - which is basically what it is. The important thing to do is make sure you take it slow, and you RELAX. The first two times I had sex, it hurt because the vaginal muscles were all tensed up. But after that it was all good. And like tonks said, it takes a great deal of experimentation before you figure out how to orgasm regularly. The best way to deal with this is - without being crude - to make sure you practice manually stimulating yourself, so you can find out how your body works, and can in turn show your partner. Oh, and don't be surprised if you bleed a little after the first time. It's perfectly normal.