Are you trying it slow? You might want to try lubricants. I found that when I didn't use a lube it hurt more. Also you might want to try different elevations. I can't do it if I'm in a dog pose. I have to be bent over to where I'm on my forearms. It always hurt at first but I also heard once that you can go deeper in that position and so maybe you're just too tight. Start with an easier position and try finishing in the doggy style position.