Hi,
There are a variety of issues that can cause pain for women during and after sex. Sometimes you have to use the process of elimination to figure out what the cause is. First, you should rule out if lack of lubrication (vaginal dryness) is a problem, or not. Consider a water-based lube in order to avoid dryness and painful friction. Check to see if dryness hasn't caused you any small tears that are causing you pain. Next, make sure that you are sufficiently aroused and stimulated before intercourse takes place by incorporating more foreplay ahead of time. Sometimes if you aren't aroused or relaxed enough, your vaginal muscles can involuntarily contract making intercourse very painful (research "vaginismus" for more details). Another thing to consider, is that some women experience an allergic reaction to sperm (burning, painful sensations) during and after sex. Having your partner use a condom can help...
If none of these seem to be the cause of your post-coital pain, you might want to speak with your gynecologist about other possible causes and treatment options. Sometimes going in for a pelvic exam is a good idea just to be on the safe side. Take Care :)