painful intercourse.. (a little bit of tmi)

Okay ladies I need help. The last two times I've had sex the pain has been unbearable. The first time this pain came up it was right after we finished, and everything just burned and got a little swollen. But this stopped after about 30 minutes. But the second time we tried to have sex as soon as he got on me everything just burned. So we ended up not having sex because it hurt so badly. At first I thought maybe it hurt because I was dry but after trying our go to lube it only made it worse. I have never felt this type of burn before, and or sex is normally pain free. So I'm kinda freaking out, what do I do? And have any of you experienced something like this before 
Sandy: yes I'm sure it was lube and it's one we have used many times, but this time it made the burning worse 
UPDATE:
It's not a latex problem, we don't use condoms. I'm on birth control pills that do make me super dry, so I'm wondering if that's the culprit. I know it's not a yeast infection because it only hurts when we try to have sex or right after sex then after a while it goes back to feeling normal. I have my annual appointment with my gyno coming up so I'll talk with her about it! Just wanted to see if anyone else has ever experienced this and what they did to help.