Hi,
Painful sexual intercourse is called dyspareunia is less common in men than in women.
Pain during intercourse can be caused by infections, either balanitis(inflammation of glans (glands)) or a sexually transmitted infection.
Pain at ejaculation can be caused by an infection of the prostate gland or urethra.
Pain at tip of penis after intercourse can be caused by thrush infection (candida)-a fungal infection or due to an allergy to contraceptive cream or condom.
You may be prescribed antibiotics for infection or creams for thrush or allergic reactions. Water-based lubricants may be helpful if lack of lubrication in your partner is the problem.
ref:http://www.irishhealth.com/index.html?level=4&con=110
Hope you find this information useful.