There are a number of things that can be causing difficulty in penetration.
Although you might be naturally lubricating a lot, a little help from some lube could help a lot. Make sure you use a water-based lubricant. Some brands of that are Astroglide, ID, KY Liquid, Wet, etc. These will all be safe with the condom, which I know you're using, right?
Other than that, it might be your hymen that's preventing penetration. Can you insert a tampon? How about a finger? If not, your hymen might be blocking your vaginal entrance, and you should get that checked out by a doctor. If you can, then it might just be a matter of a bit of pain that can come with stretching the hymen.
Check out this article on Intercourse 101 http://www.scarleteen.com/sexuality/firsttime.html
*Limes Are Sublime*