Firstly, are you sure your boyfriend is being sufficiently gentle when fingering you? Also check that his fingernails are short and smooth, as any rough edges are bound to hurt. There might not be such a direct relation between pain while being fingered and pain while having sex - speaking from experience, there is a big difference between having fingers stuck up you and having a penis do the same. Fingers are an angular shape with potentially sharp nails and tips, while a penis is smooth skin. Just make sure you're well lubricated, as that will make everything so much easier. Good luck!