This could mean sexual intercourse, slipping in a tampon, or inserting a speculum during a pelvic exam. While urinating, clinch your pelvic floor muscles to try to stop the flow of urine. In addition to sex therapy or talk therapy, your doctor will work with you to use vaginal dilators or trainers. Additionally, pain during penetration may be a sign of a condition such as infection, injury, or congenital abnormality. You can also strengthen your pelvic floor muscles by using a vaginal cone.