Re: Hymen not breaking
I hope this doesn't offend you, because that is not my intention, but it's not uncommon for young couples to be a little confused about how to have sex. The female body is a little complicated, so if you are not familiar with it from sex education or pornography, you should look up a diagram and make sure that you are inserting your erect penis into the right place.
If that is not your problem, I agree with the other responders that you should see a doctor. As they said, some women have a hymen that is unusually thick. The doctor can surgically cut it to allow sex.