Yes! I've had that problem. It was because I was torn, as in, I wanted to do it, then I wanted to remain a virgin as well lol, whatever 'virgin' means. I'd been at the fingering stage for years and trust me, females are really stretchy there =) To reassure you a bit more, I'd been worried 'cos I could only fit one finger as well, but it turned out that I was only torn, like I said, about what I wanted. Now I don't feel any different, except more mature, with deeper insight, understanding, acceptance etc and I feel defined and emancipated from what I expect of myself traditionally.
I don't think you've a problem with insertion, but maybe you're tensing up because you expect it to hurt? Think past the pain, like, concentrate on the act instead and you'll relax. Let yourself believe that you are flexible enough and accept him.
My first time didn't really hurt, but I bled quite a bit, like on 2nd last day of your period. Tell him to enter slowly, like, keep pushing gently, repeatedly, after foreplay. I find that oral works the best in getting the girl wet. You'll have to really want him in you as well. Think about how erotic it is, if you value your first time as well lol. He also needs to be understanding and gentle, above anything else.
I didn't use lubricant and I have trouble even spelling that word! I just had some mental visualisation and also some loving whispers. Tell him that you want to be taken, that you want to give yourself to him etc. Also, raise your legs up onto his back, that makes you more open. The pain would only be a little while, like when he enters you...then it's pure pleasure, the pain will return after you do it, for about half a day afterwards, like, if you do it in the afternoon, it shouldn't hurt anymore by the next morning.
I hope it goes well for you! Have fun doing the deed and make it memorable =P
the internetz is just too srs bizznezz