Get very turned on before beginning the process. Like, incredibly turned on. Not just wet, you should be at least as wet as the most turned on you can ever remember being. So whatever it is that gets you there, start with that. Go very slowly, one finger at a time, use tons of lube, there's no such thing as enough, stop before it gets to be too much and try again the next day. Or, use gradually larger and larger toys until you are more comfortable with larger diameters and then try again. For me, it takes a certain, specific mood. i have to be very turned on but also very relaxed and patient, a combination that is relatively uncommon. Also, if i begin working my clit, this has the effect of making me tense up as i get closer to orgasm so touching my clit or using a vibrator usually has the effect of making it harder. He'll be able to feel inside you if you're tensing up. Anything that makes your muscles tighten will be counterproductive. It will very likely take many attempts.

Of course, make sure your boyfriend's nails are trimmed and he's the one wearing the gloves.