The only other things I would add to the mix are:

1) Have FUN! Make this a great experience. Both of you should enjoy yourselves thoroughly.
2) If something humorous happens, LAUGH about it. Don't stress or worry about something embarrassing happening. Everything that goes on during sex is all about procreation (which is not your interest at this time) or FUN!!!! Enjoyment.
3) Relax and really take your time. Really take your time. Don't do this when you have 30 minutes to complete the task. Make sure you allow yourselves plenty of time so that there are no constraints on you.
4) Make it worth remembering. If this is his first, fine, if not, then tell him that this - being your first time is a time you'll remember forever. Don't make it happen in the bed of his pickup truck on a corner down by the garbage dump (haha)...but seriously, make it a nice event for you...for both of you.

Cheers.

It could be that his fingers broke your hymen already. That happened to me. When my bf fingered me, we noticed some blood afterwards. When we were finally ready for sex, I had no pain and no bleeding. Keep in mind, that was my experience. May not be the case for you. Also, for your first time, I wouldn't recommend any textured condoms. Myself, I can't stand them. They cause pain and are very uncomfortable. Wouldn't want you to figure that one out on your first time or think it's the act instead of the condoms. Explore with that one later on would be my suggestion. Good luck and have fun!

Okay, thank you Silvertae. I will make sure to remember how to avoid that I'm not as worried anymore, now that you clarified things up.
:-)

If your doing this for the first time think about the long term a little bit. I think a lot of women would agree that they might be more choosy if they could go back and do it again. If he is making you bleed when your doing "outercourse" two bad things are going on.

#1 Is it that your not saying anything? Men can't read our minds and if this one is hurting you and your not saying anything WHY? Dear you have to communicate clearly. Its not going to crush his tender male ego.

#2 If you are saying that he is hurting you and he keeps doing it? Find a new boyfriend!

Intercourse comes with a lot of baggage. Condoms are better then nothing but how many of us got pregnant when we were protected? Condoms break, they fall off and men make BILLIONS of sperm with each ejaculation. It takes ONE. That is why its important to select partners that are more then just willing and or fun in bed. I know I'm sounding like a mom but its a lesson we all learned and many of us too late. Does he have a job? Is he sane? Is he on drugs/booze and been that way for a while? Ask these hard questions and try to picture some worse case scenarios.

Trust me I'm no prude and I'm not telling you to wait until your married but DO ponder more then the mechanical acts of sex when your planning on doing this for the first time. Its more important now what with all these STDs and AIDs issues. And whatever your stand on abortion you don't want to have to make that decision.

Take care and be safe...

I'm sorry, I didn't see the responses on the second page, so I didn't get them until now.
Thank you all!
Phoebee, thank you for your long response.
the thing is, though, that it DOESN'T HURT...at all. Later on, we just notice his fingers have blood on them or something, then stop. Like some other people said, he does kind of have longer nails...
I do tell him when it's enough. If you've read my other responses, I've told him to stop when we tried anal because it hurt too much, and he felt so bad and said he'd never try it again. Of course, I told him we just have to wait. I love him, and he loves me, he won't hurt me.
Yes, he is sane, and has a job.
no, he would never engage in any illegal activity. He actually is unsure about sex, because he doesn't want anything to happen to me.
And I am aware of all condom risks and such.

I do have a question...is there a right time to have sex, where there is the lowest chance of conception? Like, in relation to your period..?

Kalashnikitty, I will be sure to steer clear of textured condoms! Thank you!!

There are good and bad times to have sex based on your menstrual cycle. I HIGHLY recommend getting yourself a copy of a book called "Taking Charge of Your Fertility" by Toni Weschler. It will teach you everything you need to know about your cycle and if you want, there are methods to track where you are so you can tell when you're about to ovulate (and should therefore abstain from sex to be safe). Tracking things like this involves taking your temperature every day, checking what your cervical mucous is like, and feeling your cervix as it changes in firmness throughout the month. Even if you can't commit to doing these things every day, it will serve you well to just be aware of the signs. Knowing your body is ALWAYS a good thing.

As a general guideline, it would be good to avoid sex when your mucous is really thick, clear, and the consistency of raw eggwhites. If you get some on your thumb and forefinger and rub them together, you should then be able to pull your fingers apart slowly, and the mucous will stretch between them, without breaking. When you have this kind of discharge you are really fertile. But obviously, this sign alone is not enough to go by.

Hope this helps a bit. Check out the book. Women should be educated about their bodies and their cycles. This kind of information should be really be known by every woman.