I'm not sure how explicit I can be in my advice. But basically, figure out what DOES feel good, and make sure that happens during sex. Recommend you don't push through things to do it his way - if you're not enjoying yourself, change things until you are. Is penetrative sex any better after you've already climaxed from doing other things?
If sex is consistently painful, this is actually something you could consider seeing your GP about - the medical term for what you're experiencing is dyspareunia (which just means painful sex). They'll be able to give better advice than unqualified internet people!