Yeah, there's no such thing as too much lube, and take your time. If it hurts, he's doing it wrong. Most often just sticking it in without doing anything to loosten you up first, but Coitus (Vaginal sex) is a pretty good way to loosen that up, too.
Also, loosen up every time. A lot of guys seem to buy into the "Loose woman" myth, where looseness is a sign of how many times she's fucked, instead of how ready she is to fuck. Pretty much the same with the anus, if you're not willing to do the prep, then the answer should be no. Tell him to let you show him, with a pair of gloves. If he can't take it, then at least he can understand why you can't.
Also, if he continues to pressure you, after he knows you don't like it, because it hurts, get a better boyfriend. That's knocking right on the door of rape. It shows that he's fully capable of it, if he cajoles enough, and convinces himself that's not what he's doing. I'm not saying you've been raped, I don't have enough information to make that judgement, but he's obviously trying to get as close to that line as he can, without overbidding, and that's the kind of guy that always, relentlessly escalates until he inevitably goes too far.