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Okay ladies, I have a newbie sex question here and I'd like your advice.

My boyfriend and I just started having sex about a week ago. We are each others firsts. The very first time was painful, but not as bad as I was expecting and there was no blood at all. Everything was going along fine for a few days. Then when we tried to have sex, I felt an almost burning sensation. We figured it might be irritation from the condom or the spermicidal lube that was on it, and laid off for a few days.
We decided to try again today and the burning sensation was gone, but this time there was a sort of stabbing pain the deeper he went. We didnt finish, and I noticed that THIS time there was a teeny tiny bit of blood when I wiped after.

So, my question is this, basically: What the hell? Does anyone have any ideas or suggestions? Or should I be worried enough to go see a doctor?

Thanks, and sorry its so long!