ALWAYS use a condom.
It's not even a question (let alone a rude one) - it's a given.
And he should be used to it already ;p
Nobody wants to catch an STD.
It's pretty awkward with a new partner, but if you want to keep him around, you should be able to talk to him.
If he's a "use and lose" kind of guy, then you MUST use protection!
Good luck! =)