How to have first intercourse?

Well... I have a weird situation. I love this girl, and we have been planning to have sex for a while now. We are both virgins. Now the problem is that... the few chances that we've had, I couldn't do it. I would slightly go in her, but seeing her in pain I would pull out. This has happened twice... she was fairly lubricated, and I would start really slow, and going in I keep asking her if its hurting...
I am not really sure what to do... should I just let it hurt this one time and keep going? I am reading quiet a lot but can't seem to find the right answer so far... Any help would be appreciated.