Orgasming before intercourse can help loosen things up.
I would definitely try to get my hands on some lube if I could. That stuff is a Godsend...I'm also pretty naturally lubed, but I'm WAY too tight to not use lube. It would be torture. Could you maybe mail-order it? A lot of places will just ship it in a plain brown wrapper.
The first time hurt like and SOB for me, but that's because I had an unusually thick hymen. Since then, it's been good, as long as we take it slow at first, and let me adjust. And no ribbed condoms...Ugh, that was NO good.