Yes. It does hurt, however sometimes it hurts more than others. Really, when it comes down to it: it's how you can handle pain. For me personally, it only hurt for the first initial 20 seconds; the rest of smooth sailing.
My suggestions to prevent unnecessary pain: use a butt load of lube. Or have him "stimulate" you during fore-play, so that you're lubricated yourself o:
Either way, make sure the guy listens to what YOU have to say. If it hurts, tell him to stop & adjust to it. The main keys are=lube, & being patient.