good for you for using protection and having the courage to ask questions.
for the first question, there are lots of answers. The first thing to realize is that relaxing and being fully stimulated often makes the experience less painful. you need lubricant. your vagina produces lubricant (that is similar to sweat), and if you're stimulated enough, there should be enough to make sex comfortable. the more comfortable and relaxed you are during sex, the better it is. My guess is that you're still learning about your partner and the two of you are working on your personal "groove" so you're still nervous and learning and trying new things.
you can also use a lubricant, and i like anything basic and water based. i don't use it often, but sometimes you need it (vaginal dryness, even when you're happy, comfortable and stimulated, does happen). So, look into getting some lubricant to help.
Also, you may want to check out your condoms. many people have negative reactions (burning) to spermicides. you may want to try different condoms with different spermicides and/or condoms without spermicide.
as for the second part--about knowing about your body and when you're more likely to get pregnant--there is a very accurate way to know. It's called Natural Family Planning or Fertility Awareness. By doing a little bit of charting for about 2 minutes a day, you can know when you're fertile (more likely to become pregnant), and when you won't become pregnant. I recommend learning how to use this system before you start the pill, and then continue to use it once you do (if you do). If you do it correctly, it's as accurate as the pill.
Here's some basic information about it online: http://www.ovulation-calculator.com/fertility-chart.htm
. Don't be put off by the fact that it's a web site about how to know when you're ovulating to get pregnant. the same information works to prevent pregnancy. This stuff is just the basics. If you want more information, i recommend two books: Garden of Fertility by katie singer and Taking Charge of Your Fertility. Both texts are excellent, clear, teach you how to chart and how to read your chart.
this is my method of birth control, and we also use condoms. i've been sexually active for 7 years, and no pregnancies yet.
and i'm extra fertile (because of a drug i had to take for a while). so, it does work.
as for the pill, i don't take it, i don't want to take it, i think it's unhealthy. so, i can't recommend any. but, if anyone wants to take it, i completely support that.