I have some advice that I hope is helpful....A lot of people have anxiety about vaginal intercourse, especially their first time. I think it's important to recognize that some of the issues are psychological while others may be fear of physical pain, etc. I'm going to focus more on the latter types of issues.
One thing that's important to realize is that the "first time" does not need to be painful. If you think about it, there's no reason not to build up to a penis by using fingers or a toy (i.e. a ***)...and get used to penetration in this way. That way, when you're ready for a penis, you won't feel nervous about size/etc., because you'll be used to the experience. This prep work can be done over a series of weeks, or longer. There's nothing wrong with going slowly, in fact, it can be very sexy. It may help to integrate massage/warm baths/things that relax you....and your muscles.
Also, it's very important to use lubricant to reduce friction - I recommend something without glycerin, as glycerin may cause yeast infections. My favorite brand is Sensual Power Lube, but it can be hard to find. Some people like Slippery Stuff, which may be easier to find. I'd imagine that www.babeland.com would sell one of them, at least.
Some women also feel more in control being on top. You can also practice similuating positions/etc. on your own...and get used to seeing yourself this way (perhaps in front of a mirror) to reduce performance anxiety.
I hope this is helpful!