Sex hurts and burns :( suggestions?

When i have sex with my boyfriend it often starts hurting when we go to round two. We try using lube but that ends up burning. (i have the "his and hers" kind and the durex warming one- both burn) I don't have a yeast infection or anything (i just recently went to the gyno). I always thought the friction cut me inside and the lube just irritated the cuts, but im not sure. What can i do? my boyfriend is the only one having fun! Ive never even reached the big O :(