fifth time... and it still hurts!

hi. my name is daniela. i began having sex with my boyfriend about 3 months ago and weve done it only about 5 times. i've really enjoyed it but the weird thing is it always really hurts. i've only found one position in which i can really enjoy it and not hurt, but it is kind of frustrating because we can't try anything new because of the pain. Also, about the third time we did it i bled, and it hurt so much afterwards that we couldn't do it again for a while. I know its supposed to hurt and maybe bleed the first time, but why does it keep going on? BTW: it isn't that he's too rough or anything, quite the opposite he's always careful and attentive about how i'm feeling.
any suggestions?
thanx!