Sounds to me like you're one of the majority of girls who do not have vaginal climax but the problems with the burning could be more serious. If your boyfriend has a larger than average sized penis then he should avoid (hate to use the expression but) "using the whole thing." The most sesnitive area of the vagina is within the first 1.5 to 2 inches. That's where the most nerve endings are.
If that doesn't work, try stimulating the clitorus. For many girls, that;s the only way they can enjoy sex.
A possibility might be to relax or even try "kegel exercises" (Google it)
Last but not least, discuss the issue with your gyno. There is a slight possibility it could be something serious.
-b
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