Sex still hurts for me... Ummm is it supposed to?

So, ive had sex with my boyfriend about 10 times. Hes a little over average i guess you could say and hes the only guy i have done it with, the first time was like in january... It doesn't hurt like killer pain but it burns so bad! He always wears a condom and its lubricated and all but it always just feels like burning and rubbing..... It feels good at certain times but most the time im holding my breathe trying to hide the pain!!! HELPPP whats wrong with me and how can i solve the problemmm:/ it also hurts for HOURS after:/