The anus does not have a natural lubricant.
Does he ever start out with his fingers to loosen/relax you first?That's always an important step.Make sure he goes really slowly in the beginning,you need to get used to this new size!
I personally prefer good ol' petroleum jelly as lubricant,but as it can't be used with condoms,it's not for everyone.
Astroglide is cheap,and decent.You just have to glob it on there.
Also,wait a few days before trying again,you need to heal!