Well, that sucks for starters. Pain during sex can come from a number of places, so I have several recommendations that will provide a holistic approach.
I would consider several things to start: is there enough foreplay prior to penetration, are you lubricated enough, is the position(s) you two are trying actually feasible or do you need to try a different one, is there something noticeably different about this partner where you could pinpoint where the pain may be originating?
When I have a client come in and she mentions pain during sex, I always recommend that she make an appointment with an OB/Gyn – especially if you haven’t had a check-up in a while. You want to make sure that nothing physiologically has developed in your lady parts (i.e., cysts, etc.) since your last exam. Once you get those results, you have a starting point. If the pain is due to a physical problem, the doctor can make recommendations to provide effective treatment. If the pain is not physical in origin, then we move on to the psychological.
There are a plethora of non-physical issues that can occur to cause pain during sex. Since you mentioned that this had not been an issue during prior relationships, there may be something about this relationship that could be causing your body to react in a physical way to a mental or emotional component with this particular partner. If this is the case, after ruling out physical health as the problem, I would recommend that you reach out to a sex therapist in your area. You may be getting triggered by this relationship and need someone to help you work through whatever is going on for you. You can find local sex therapists through psychologytoday.com, aasect.org, or sstar.org. Look for a therapist that works specifically with pain during sex, as not all sex therapists do.
No matter what ends up being the root of the problem, I really think you should talk to your guy about it. Why are you having painful sex? Why can’t you tell him that you aren’t enjoying it? Most men do not want to have sex that their partner isn’t enjoying – especially if it is actually painful for you. He will need to know whether it is physical or psychological anyways, if you want him to be part of the solution.