Honey, it takes time and patience. Sex is a very intimate thing that two people can share. It does hurt the first time for a little bit but it gets better, trust me. Just think of relaxing things, put on some music, light some candles, have a calming bath and just let it happen. The worse thing that can happen is that it will hurt, but that pain does go away and after words you will love having that connection with him. :)
just do it, the worst that can happen is quick pain!!!