Yeah, you're either sore, of his hands were dirty. It hurts really bad if in either sex or foreplay, everything is not clean. You gotta make sure you're boy is keeping himself clean - for your sake!
Good luck hun, feel better. If it continues hurting, definatly see a doctor. It won't be embarrissing - it's completly normal. If anything, he'll just tell you to use protection and hand you a condom at worst :P