As the other poster said, lubricant can really help. Are you using condoms? Sometimes, spermicides or even certain condom materials can cause vaginal irritation so you may want to try changing brands and experiment with different materials and spermicides/lubricants
If you're having this problem, try a little more foreplay to try to get your body to naturally lubricate you more. The more aroused you are, the smoother sailing you will have (for lack of a better term). You can also buy a lubricant from Walmart, Spencer's, an adult store, or pretty much any convenience store out there. Just don't use any of the flavored kinds and then have intercourse as that is just to make oral a little more...pleasant and can cause yeast infections if used for anything else. Water-based is supposed to be your best bet if you are prone to yeast infections, though there are other types of lubricants. If you have questions, someone at Spencer's or an adult store would be your best bet to find out what would work best for you.