Question about condoms...?

When my boyfriend and I have we usually use a condom, but I've noticed that when we use condoms they create an uncomfortable burning sensation inside me, whereas when we don't use condoms it feels good. I'm guessing that the condoms are creating too much friction even though we buy the lubricated ones. How can I get rid of the burning when we use condoms? I don't want to stop using condoms because I don't want to get pregnant of course, but I also want to feel pleasurable and not uncomfortable.