This is indeed not a painful intercourse. She is very apprehensive and hence is contracting her vaginal muscles and withdrawing when you take your finger between the labia. She needs to be properly assured, if needed counselled. Also you have to be very gentle while fondling her. If she is still a vergin, spend few days initially only in body play and go for peno-vaginal intercourse only when she demands. Initially it is always advisable to start with fingering so that she gets used to something entering the vagina, relaxes her vaginal muscles and the pain is much less.
Please remember, do not touch the vagina, vulva or any part of the vulva with dry organs. Using vaginal lubricating jelley is always good. Dry touch to the private parts is always painful.
Initialy, with jelly laiden finger, you may try touching area around the vaginal opening, gradually go towards the clitoris and when she is really wet and starts secreting fluid through the vagina, then only enter your finger in gradually. When she is used to it, her apprehension has gone and she is comforable, then only try insertion of penis on her demand, in fact let her get it inserted by her own hands.
Also remember that full insertion of penis is not possible in initial intercourses. Some women take about a year for allowing full penile insertion while some cannot take it till the first delivery has taken place.
You have to be patient, gentle and caring my friend. Sex is an art and not a mechanical act.
Wish you a very happy sexual life.