If a vaginal canal can birth most babies, unless he is extremely long and hitting your cervix sex should be quite OK for you. Perhaps he is going too quick and your "natural lubricant" has not had a chance to kick in yet making it uncomfortable for you.

As far as anal goes, yeah can be fun for some, painful for others, regardless of how much lube is used. If you and him communicate well, a simple that hurts and isn't enjoyable should be enough.

There's SO MANY OTHER THINGS TO DO!! *smile*